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Risk aversion and alloaction to long-term bonds
Wachter, Jessica - In: Journal of economic theory 112 (2003) 2, pp. 325-333
Persistent link: https://www.econbiz.de/10001811829
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Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry; Wachter, Jessica - In: Journal of economic theory 177 (2018), pp. 848-878
Persistent link: https://www.econbiz.de/10012025751
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Foreseen risks
Gomes, João; Grotteria, Marco; Wachter, Jessica - In: Journal of economic theory 212 (2023), pp. 1-37
Persistent link: https://www.econbiz.de/10014471775
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Leverage dynamics and credit quality
Ordoñez, Guillermo; Perez-Reyna, David; Yogo, Motohiro - In: Journal of economic theory 183 (2019), pp. 183-212
Persistent link: https://www.econbiz.de/10012131328
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Risk aversion and allocation to long-term bonds
Wachter, Jessica A. - In: Journal of economic theory 112 (2003) 2, pp. 325-333
Persistent link: https://www.econbiz.de/10007654147