Concepedia

J. S. Kennedy

JS

4

Publications

350

Citations

4

H-Index

2007

Active since

Affiliations

University of Waterloo(Current)

Morgan Stanley (United States)

J. S. Kennedy is an author at University of Waterloo specializing in business, finance, and economics.

Top concepts

Publications per year

2007–2013

4

Publications

4

Optimal trade execution: A mean quadratic variation approach

Peter Forsyth, J. S. Kennedy, Shu Tong Tse et al. · Journal of Economic Dynamics and Control · 2012 · 165 citations

, , +10

Calibration and hedging under jump diffusion

Chunxiong He, J. S. Kennedy, Thomas F. Coleman et al. · Review of Derivatives Research · 2007 · 96 citations

, , +3

Dynamic Hedging Under Jump Diffusion with Transaction Costs

J. S. Kennedy, Peter Forsyth, K.R. Vetzal · Operations Research · 2009 · 48 citations

, , +12

Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies

Shu Tong Tse, Peter Forsyth, J. S. Kennedy et al. · Applied Mathematical Finance · 2013 · 41 citations

, , +21

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