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 Jens Jackwerth 

Jens Jackwerth

PhD, University of Goettingen
Personal Homepage
 Program(s):

MSc in Finance

 Biography:

Jens Jackwerth is Chair of the Department of Economics at the University of Konstanz (Germany).
 Research interests:

Finance, Operations Research
 Selected publications:

- "Mispricing of S&P 500 Index Options." 2009, with George M. Constantinides and (Refereed) Stylianos Perrakis, Review of Financial Studies 22, No. 3, 1247-1277.

- "Incentive Contracts and Hedge Fund Management." 2007, with James E Hodder, Journal of Financial and Quantitative Analysis 42, No. 4, 811–826.

- "Option-Implied Risk-Neutral Distributions and Risk Aversion." 2004, ISBN 0-943205-66-2, Research Foundation of AIMR, Charlotteville, USA.

- "The Price of a Smile: Hedging and Spanning in Option Markets." 2001, with Andrea Buraschi, Review of Financial Studies 14, No. 2, 495-527.