Narrow search
Showing 1 - 10 of 10
Cover Image
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry; Wachter, Jessica - 2018
Persistent link: https://www.econbiz.de/10011879431
Cover Image
Can time-varying risk of rare disasters explain aggregate stock market volatility
Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003763502
Cover Image
Rare booms and disasters in a multi-sector endowment economy
Tsai, Jerry; Wachter, Jessica - 2014
Persistent link: https://www.econbiz.de/10010359438
Cover Image
Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
Persistent link: https://www.econbiz.de/10011563045
Cover Image
Disaster risk and its implications for asset pricing
Tsai, Jerry; Wachter, Jessica - 2015
Persistent link: https://www.econbiz.de/10010495479
Cover Image
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica; Warusawitharana, Missaka - 2007
intermediate view: that both data and theory are useful for decision-making. We investigate optimal portfolio choice for an …
Persistent link: https://www.econbiz.de/10003486181
Cover Image
Maximum likelihood estimation of the equity premium
Avdis, Efstathios; Wachter, Jessica - 2013
Persistent link: https://www.econbiz.de/10010225033
Cover Image
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2004
Persistent link: https://www.econbiz.de/10001927181
Cover Image
The macroeconomic announcement premium
Wachter, Jessica; Zhu, Yicheng - 2018
Persistent link: https://www.econbiz.de/10011823064
Cover Image
Bayesian performance evaluation
Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999
Persistent link: https://www.econbiz.de/10001379616