Jens Jackwerth

14 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7175-6871

University of Konstanz

Publications

• Birds of a Feather: Do Hedge Fund Managers Flock Together? — Management Science 2024
• Holding Period Effects in Dividend Strip Returns — The Review of Financial Studies 2024
• Does the Ross recovery theorem work empirically? — Journal of Financial Economics 2020
• Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation — Management Science 2019
• Asymmetric Volatility Risk: Evidence from Option Markets — Review of Finance 2019
• Improved Portfolio Choice Using Second-Order Stochastic Dominance — Review of Finance 2015
• Recovering Delisting Returns of Hedge Funds — Journal of Financial and Quantitative Analysis 2014
• Pinning in the S&P 500 futures — Journal of Financial Economics 2012
• Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence — The Journal of Finance 2011
• Mispricing of S&P 500 Index Options — The Review of Financial Studies 2009
• Incentive Contracts and Hedge Fund Management — Journal of Financial and Quantitative Analysis 2007
• The Price of a Smile: Hedging and Spanning in Option Markets — The Review of Financial Studies 2001
• Recovering Risk Aversion from Option Prices and Realized Returns — The Review of Financial Studies 2000
• Recovering Probability Distributions from Option Prices — The Journal of Finance 1996