Narrow search
Showing 1 - 10 of 32
Cover Image
Does the failure of the expectations hypothesis matter for long-term investors?
Sangvinatsos, Antonios; Wachter, Jessica - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 179-230
Persistent link: https://www.econbiz.de/10002645642
Cover Image
Strategic asset allocation : the role of corporate bond indices?
Sangvinatsos, Antonios - In: The quarterly journal of finance 1 (2011) 2, pp. 355-422
Persistent link: https://www.econbiz.de/10009309740
Cover Image
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
Cover Image
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
Cover Image
Comment on: Are behavioral asset-pricing models structural?
Wachter, Jessica - In: Journal of monetary economics 49 (2002) 1, pp. 229-233
Persistent link: https://www.econbiz.de/10001641123
Cover Image
Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 987-1035
Persistent link: https://www.econbiz.de/10009754787
Cover Image
Asset allocation
Wachter, Jessica - In: Annual review of financial economics 2 (2010), pp. 175-206
Persistent link: https://www.econbiz.de/10008797829
Cover Image
A consumption-based model of the term structure of interest rates
Wachter, Jessica - In: Journal of financial economics 79 (2006) 2, pp. 365-399
Persistent link: https://www.econbiz.de/10003275242
Cover Image
Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?"
Wachter, Jessica - In: Journal of monetary economics 53 (2006) 1, pp. 151-154
Persistent link: https://www.econbiz.de/10003278189
Cover Image
Solving models with external habit
Wachter, Jessica - In: Finance research letters 2 (2005) 4, pp. 210-226
Persistent link: https://www.econbiz.de/10003219470