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Authors / Editors: Jackwerth, Jens Carsten

Number of items: 8.

Jackwerth, Jens Carsten (1997): Artificial Stupidity: A Reply. Published in: Journal of Portfolio Management , Vol. 27, No. 1 : pp. 120-121.

Jackwerth, Jens Carsten (1996): Generalized Binomial Trees. Published in: Journal of Derivatives , Vol. 5, No. 2 : pp. 7-17.

Jackwerth, Jens Carsten and Hodder, James E. (2006): Incentive Contracts and Hedge Fund Management. Published in: Journal of Financial and Quantitative Analysis , Vol. 42, No. 4 (2007): pp. 811-826.

Jackwerth, Jens Carsten and Hodder, James E. (2008): Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management. Unpublished.

Jackwerth, Jens Carsten (1999): Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review. Published in: Journal of Derivatives , Vol. 7, No. 2 (1999): pp. 66-82.

Constantinides, George M.; Jackwerth, Jens Carsten and Perrakis, Stylianos (2007): Option Pricing: Real and Risk-Neutral Distributions. Published in: Handbooks in Operations Research and Management Science: Financial Engineering , Vol. 15, : pp. 565-591.

Jackwerth, Jens Carsten; Kolokolova, Olga and Hodder, James E. (2008): Recovering Delisting Returns of Hedge Funds. Unpublished.

Jackwerth, Jens Carsten and Rubinstein, Mark (2003): Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns. Published in: The Legacy of Fisher Black

This list was generated on Fri May 25 23:48:53 2012 CEST.
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