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Portfolio and consumption decisions under mean-revering returns : an exact solution for complete markets

Wachter, Jessica - 2002

Persistent link: https://www.econbiz.de/10001701001

Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets

Wachter, Jessica - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 63-91

Persistent link: https://www.econbiz.de/10001661618

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003726992

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687

Persistent link: https://www.econbiz.de/10003765316

Essays in financial economics

Wachter, Jessica - 2000

Persistent link: https://www.econbiz.de/10003280740

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006

Persistent link: https://www.econbiz.de/10003310560

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 148 (2009) 2, pp. 162-178

Persistent link: https://www.econbiz.de/10003833758

What is the chance that the equity premium varies over time? : Evidence from predictive regressions

Warusawitharana, Missaka; Wachter, Jessica - 2009

Persistent link: https://www.econbiz.de/10003864788

Predictable returns and asset allocation : should a skeptical investor time the market?

Wachter, Jessica; Warusawitharana, Missaka - 2007

Are excess returns predictable and if so, what does this mean for investors? Previous literature has tended toward two polar viewpoints: that predictability is useful only if the statistical evidence for it is incontrovertible, or that predictability should affect portfolio choice, even if the...

Persistent link: https://www.econbiz.de/10003486181

Why is long-horizon equity less risky? : a duration-based explanation of the value premium

Lettau, Martin; Wachter, Jessica - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 55-92

Persistent link: https://www.econbiz.de/10003425750