Narrow search
Showing 1 - 6 of 6
Cover Image
Rare booms and disasters in a multisector endowment economy
Tsai, Jerry; Wachter, Jessica - In: The review of financial studies 29 (2016) 5, pp. 1113-1169
Persistent link: https://www.econbiz.de/10011530014
Cover Image
Carry momentum
Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10013167451
Cover Image
Inflation risk premium
Baz, Jamil; Davis, Joshua M.; Tsai, Jerry; Zhang, Ziqi - In: The journal of portfolio management : JPM 48 (2022) 5, pp. 266-275
Persistent link: https://www.econbiz.de/10013176857
Cover Image
Disaster risk and its implications for asset pricing
Tsai, Jerry; Wachter, Jessica - In: Annual review of financial economics 7 (2015), pp. 219-252
Persistent link: https://www.econbiz.de/10011567556
Cover Image
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
Cover Image
A framework for constructing equity-risk-mitigation portfolios
Baz, Jamil; Davis, Joshua M.; Sapra, Steve; Gillmann, … - In: Financial analysts journal : FAJ 76 (2020) 3, pp. 81-98
Persistent link: https://www.econbiz.de/10012261162