J. S. Kennedy

Finance · 2007–2012

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom J. S. Kennedy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert Almgren
  2. Duan Li
  3. René L. Schilling
  4. Grace Wahba
  5. Vladimir Naumovich Vapnik
  6. Peter A. Forsyth
  7. Xun Yu Zhou
  8. Gur Huberman
  9. Alexander Schied
  10. Rama Cont

Who trusts J. S. Kennedy overall

  1. Peter A. Forsyth
  2. Gianluca Fusai

Papers from J. S. Kennedy's perspective

Ordered by how strongly the researchers J. S. Kennedy trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. Estimation of Dependences Based on Empirical Data
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Financial Modelling with Jump Processes
  5. Price Manipulation and Quasi-Arbitrage
  6. Optimal execution with nonlinear impact functions and trading-enhanced risk
  7. Non-parametric calibration of jump–diffusion option pricing models
  8. Spline Models for Observational Data
  9. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  10. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

Their papers