Jens Jackwerth : Citation Profile

Are you Jens Jackwerth?

Universität Konstanz

10

H index

10

i10 index

758

Citations

RESEARCH PRODUCTION:

10

Articles

24

Papers

RESEARCH ACTIVITY:

   20 years (1995 - 2015). See details.
   Cites by year: 37
   Journals where Jens Jackwerth has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 11 (1.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pja3
   Updated: 2019-02-13    RAS profile: 2015-07-27    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jens Jackwerth.

Is cited by:

Härdle, Wolfgang (19)

Renault, Eric (13)

Garcia, René (12)

Kliger, Doron (11)

Santa-Clara, Pedro (10)

Wolfers, Justin (9)

Pedersen, Lasse (9)

ORNELAS, JOSE (8)

Gürkaynak, Refet (8)

Franke, Günter (7)

Perrakis, Stylianos (7)

Cites to:

Constantinides, George (11)

Perrakis, Stylianos (10)

Ait-Sahalia, Yacine (8)

Lo, Andrew (7)

Yan, Shu (4)

Santa-Clara, Pedro (4)

Scholes, Myron (3)

merton, robert (3)

Garcia, René (2)

Bartram, Söhnke (2)

LIU, JUN (2)

Main data

Where Jens Jackwerth has published?

Journals with more than one article published# docs
Review of Financial Studies3
Journal of Finance2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany8
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz5
Research Program in Finance Working Papers / University of California at Berkeley4
Working Papers / Warwick Business School, Finance Group3
Finance / University Library of Munich, Germany2

Recent works citing Jens Jackwerth (2018 and 2017)

YearTitle of citing document
2018Matching distributions: Asset pricing with density shape correction. (2018). Talponen, Jarno . In: Papers. RePEc:arx:papers:1312.4227.

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2018Explicit Heston Solutions and Stochastic Approximation for Path-dependent Option Pricing. (2018). Kouritzin, Michael A. In: Papers. RePEc:arx:papers:1608.02028.

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2017Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. (2017). Caccia, Massimo ; Bruno, . In: Papers. RePEc:arx:papers:1707.02019.

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2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

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2018Matching distributions: Recovery of implied physical densities from option prices. (2018). Talponen, Jarno . In: Papers. RePEc:arx:papers:1803.03996.

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2018Computing the CEV option pricing formula using the semiclassical approximation of path integral. (2018). Villena, Marcelo ; Araneda, Axel A. In: Papers. RePEc:arx:papers:1803.10376.

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2019A Probabilistic Approach to Nonparametric Local Volatility. (2019). Tegn, Martin ; Roberts, Stephen. In: Papers. RePEc:arx:papers:1901.06021.

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2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, Jose. In: Staff Working Papers. RePEc:bca:bocawp:17-30.

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2018Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1181_18.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Funke, Michael ; Tsang, Andrew ; Loermann, Julius . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

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2018Measuring and trading volatility on the US stock market: A regime switching approach. (2018). Dapena, Jose ; Siri, Julian R ; Serur, Juan A. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:659.

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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015923.

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2018Generalized Recovery. (2018). Lando, David ; Jensen, Christian Skov ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12665.

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2017Empirical Pricing Kernels: Evidence from the Hong Kong Stock Market. (2017). Wu, Xin Yu ; Zhou, Hailin ; Ren, Senchun. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:4:p:263-278.

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2017Entropy-based implied moments. (2017). Xiao, Xiao ; Zhou, Chen. In: DNB Working Papers. RePEc:dnb:dnbwpp:581.

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2017Modelling the implied volatility surface based on Shanghai 50ETF options. (2017). Wang, Jinzhong ; Zhang, Ting ; Tao, Qizhi ; Chen, Shijiang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:295-301.

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2018Optimal effort under high-water mark contracts. (2018). Zhao, LI ; Ba, Shusong ; Huang, Wenli. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:599-610.

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2017Functional linear regression with functional response. (2017). Benatia, David ; Carrasco, Marine ; FLORENS, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:269-291.

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2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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2017On exact and approximate stochastic dominance strategies for portfolio selection. (2017). Bruni, Renato ; Tardella, Fabio ; Scozzari, Andrea ; Cesarone, Francesco . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:322-329.

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2017The risk premium that never was: A fair value explanation of the volatility spread. (2017). McGee, Richard J ; McGroarty, Frank. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:370-380.

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2018Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. (2018). Kallio, Markku ; Hardoroudi, Nasim Dehghan. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:675-685.

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2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

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2017Earnings announcements and option returns. (2017). Chung, Sung Gon ; Louis, Henock . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:220-235.

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2017Nonparametric estimates of pricing functionals. (2017). d'Addona, Stefano ; Daddona, Stefano ; Marinelli, Carlo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:19-35.

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2017Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Topaloglou, Nikolas ; Skiadopoulos, George ; Daskalaki, Charoula. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269.

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2018Crash risk and risk neutral densities. (2018). Chen, Ren-Raw ; Huang, Jeffrey ; Hsieh, Pei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:162-189.

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2017Generating options-implied probability densities to understand oil market events. (2017). Datta, Deepa Dhume ; Ross, Landon J ; Londono, Juan M. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:440-457.

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2018Risk-neutral moments in the crude oil market. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:583-600.

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2017Option pricing under time-varying risk-aversion with applications to risk forecasting. (2017). Kiesel, Rudiger ; Rahe, Florentin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:120-138.

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2017Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32.

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2018Speculation, risk aversion, and risk premiums in the crude oil market. (2018). Li, Bingxin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:64-81.

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2017The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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2017Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

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2018Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market. (2018). Li, Xindan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:38-65.

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2018Asset pricing with beliefs-dependent risk aversion and learning. (2018). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

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2018Downside risks and the cross-section of asset returns. (2018). Farago, Adam ; Tedongap, Romeo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:69-86.

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2018An accurate European option pricing model under Fractional Stable Process based on Feynman Path Integral. (2018). Ma, Chao ; Hou, Tiancheng ; Yao, Haixiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:87-117.

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2017Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

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2017Time-varying risk aversion and return predictability. (2017). Yoon, Sun-Joong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:327-339.

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2018On profitability of volatility trading on S&P 500 equity index options: The role of trading frictions. (2018). Hong, Hui ; Yang, Jingjing ; Sung, Hao-Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:295-307.

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2018Hedge fund leverage with stochastic market conditions. (2018). Zhao, LI ; Li, Shenghong ; Yang, Chen ; Huang, Wenli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:258-273.

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2017Does Market Experience Attenuate Risk Aversion? Evidence from Landed Farm Households in Ethiopia. (2017). Melesse, Mequanint ; Cecchi, Francesco. In: World Development. RePEc:eee:wdevel:v:98:y:2017:i:c:p:447-466.

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2018Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models. (2018). Gunay, Samet ; Khaki, Audil Rashid . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:30-:d:151623.

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2018An Improvement of Gain-Loss Price Bounds on Options Based on Binomial Tree and Market-Implied Risk-Neutral Distribution. (2018). Jiang, Shi-Jie ; Chung, Cheng-Huang ; Lei, Mujun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1942-:d:151688.

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2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. (2017). Potì, Valerio ; Post, Thierry ; Poti, Valerio. In: Management Science. RePEc:inm:ormnsc:v:63:y:2017:i:1:p:153-165.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2018On relative performance, remuneration and risk taking of asset managers. (2018). Barucci, Emilio ; Marazzina, Daniele ; Bua, Gaetano. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0324-5.

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2018A New Predictive Measure Using Agent-Based Behavioral Finance. (2018). Feldman, Todd ; Liu, Shuming. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9652-1.

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2018The determinants of CDS spreads: evidence from the model space. (2018). Pelster, Matthias ; Vilsmeier, Johannes. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9134-6.

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2018Risk-adjusted option-implied moments. (2018). Brinkmann, Felix ; Korn, Olaf . In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:2:d:10.1007_s11147-017-9136-4.

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2018The pricing kernel puzzle in forward looking data. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-017-9140-8.

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2018Forecasting International Index Returns using Option-implied Variables. (2018). Gagnon, Marie-Helene ; Toupin, Dominique ; Power, Gabriel. In: Cahiers de recherche. RePEc:lvl:crrecr:1807.

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2018The use of option prices in order to evaluate the skewness risk premium. (2018). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca. In: Department of Economics. RePEc:mod:depeco:0132.

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2018The properties of a skewness index and its relation with volatility and returns. (2018). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca. In: Department of Economics. RePEc:mod:depeco:0133.

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2017Mispriced Index Option Portfolios. (2017). Perrakis, Stylianos ; Constantinides, George ; Czerwonko, Michal . In: NBER Working Papers. RePEc:nbr:nberwo:23708.

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2018Short-term price density forecasts in the lean hog futures market. (2018). Trujillo-Barrera, Andres ; Garcia, Philip ; Mallory, Mindy L. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:45:y:2018:i:1:p:121-142..

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2017What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models. (2017). Julliard, Christian ; Taylor, Alex P ; Ghosh, Anisha. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:2:p:442-504..

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2017The profiles of merged hedge funds, funds of hedge funds, and CTA. (2017). Gregoriou, Greg N ; Kooli, Maher. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0002-y.

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2018Optimal fee structures in hedge funds. (2018). Escobar-Anel, Marcos ; Zagst, Rudi ; Seco, Luis ; Hohn, Vincent. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0094-7.

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2017The Term Structure of the Price of Variance Risk. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne ; Wang, Yichuan. In: 2017 Meeting Papers. RePEc:red:sed017:1641.

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2018Rearrangement algorithm and maximum entropy. (2018). Bernard, Carole ; Vanduffel, Steven ; Bondarenko, Oleg. In: Annals of Operations Research. RePEc:spr:annopr:v:261:y:2018:i:1:d:10.1007_s10479-017-2612-2.

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2018Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

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2017Novel approaches for portfolio construction using second order stochastic dominance. (2017). Valle, Cristiano Arbex ; Mitra, Gautam ; Roman, Diana. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0274-9.

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2018Determination and estimation of risk aversion coefficients. (2018). Bodnar, Taras ; Zabolotskyy, Taras ; Vitlinskyy, Valdemar ; Okhrin, Yarema. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0317-x.

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2018Unbiased weighted variance and skewness estimators for overlapping returns. (2018). Taylor, Stephen ; Fang, Ming. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-018-0023-1.

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2017The shape of small sample biases in pricing kernel estimations. (2017). , Dietmar. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:6:p:943-958.

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2018Unobserved Performance of Hedge Funds. (2018). Agarwal, Vikas ; Weigert, Florian ; Ruenzi, Stefan. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:25.

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2018Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?. (2018). Bali, Turan G ; Weigert, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:27.

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2017OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION. (2017). Zou, Bin. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:03:n:s0219024917500145.

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2017SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION. (2017). Härdle, Wolfgang ; Krymova, Ekaterina ; Hardle, Wolfgang Karl ; Belomestny, Denis. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500418.

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2018Idiosyncratic volatility puzzle: The role of assets interconnections. (2018). Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:228.

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2017The Swiss francs honeymoon. (2017). Studer-Suter, Rahel ; Janssen, Alexandra . In: ECON - Working Papers. RePEc:zur:econwp:170.

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Works by Jens Jackwerth:

YearTitleTypeCited
1996 Recovering Probability Distributions from Option Prices. In: Journal of Finance.
[Full Text][Citation analysis]		article258
2011Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence In: Journal of Finance.
[Citation analysis]		article12
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 12		paper
2007Incentive Contracts and Hedge Fund Management In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article31
2006Incentive Contracts and Hedge Fund Management.(2006) In: MPRA Paper.
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This paper has another version. Agregated cites: 31		paper
2005Incentive Contracts and Hedge Fund Management.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 31		paper
2014Recovering Delisting Returns of Hedge Funds In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
2012Recovering Delisting Returns of Hedge Funds.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2008Recovering Delisting Returns of Hedge Funds.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 6		paper
2011Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2008Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2012Pinning in the S&P 500 futures In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2010Pinning in the S&P 500 Futures.(2010) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 0		paper
2010Improved Portfolio Choice using Second-Order Stochastic Dominance In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]		paper11
2015Improved Portfolio Choice Using Second-Order Stochastic Dominance.(2015) In: Review of Finance.
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This paper has another version. Agregated cites: 11		article
2011The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]		paper26
2012The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper22
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		article
2005Mispricing of S&P 500 Index Options.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2000Recovering Risk Aversion from Option Prices and Realized Returns. In: Review of Financial Studies.
[Citation analysis]		article235
1996Recovering Risk Aversion from Option Prices and Realized Returns..(1996) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 235		paper
1998Recovering Risk Aversion from Option Prices and Realized Returns.(1998) In: Finance.
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This paper has another version. Agregated cites: 235		paper
2001The Price of a Smile: Hedging and Spanning in Option Markets. In: Review of Financial Studies.
[Citation analysis]		article50
1999Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review In: MPRA Paper.
[Full Text][Citation analysis]		paper70
1997Generalized Binomial Trees In: MPRA Paper.
[Full Text][Citation analysis]		paper14
1996Generalized Binomial Trees..(1996) In: Research Program in Finance Working Papers.
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This paper has another version. Agregated cites: 14		paper
1998Generalized Binomial Trees.(1998) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
1997Artificial Stupidity: A Reply In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
[Full Text][Citation analysis]		paper9
2004Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns In: MPRA Paper.
[Full Text][Citation analysis]		paper4
1995Implied Probability Distributions: Empirical Analysis. In: Research Program in Finance Working Papers.
[Citation analysis]		paper5
1996Implied Binomial Trees: Generalizations and Empirical Tests. In: Research Program in Finance Working Papers.
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2005Employee Stock Options: Much More Valuable Than You Thought In: Working Papers.
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