Martin Jandacka

Finance · 2005–2012

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

Subfields

Whom Martin Jandacka trusts overall

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

  1. Ville Mälkönen
  2. Rob Tompkins

Who trusts Martin Jandacka overall

  1. Daniel Sevcovic

Papers from Martin Jandacka's perspective

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

  1. Capital adequacy regulation and financial conglomerates
  2. The Pricing of Options and Corporate Liabilities
  3. Implied volatility surfaces: uncovering regularities for options on financial futures
  4. Hedging Option Portfolios in the Presence of Transaction Costs
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Options, Futures, and Other Derivatives
  7. Derivatives on Volatility: Some Simple Solutions Based on Observables Working Paper
  8. VIX Futures and options: A Case Study of Portfolio Diversification During the 2008 Financial Crisis (The Journal of Alternative Investments)
  9. On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
  10. (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation

Their papers