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Risk Aversion and Allocation t...
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Wachter, Jessica A.
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1
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
Saved in:
2
Risk aversion and allocation to long-term bonds
Wachter, Jessica
-
2002
Persistent link: https://www.econbiz.de/10001709777
Saved in:
3
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
Saved in:
4
Portfolio and consumption decisions under mean-revering returns : an exact solution for complete markets
Wachter, Jessica
-
2002
Persistent link: https://www.econbiz.de/10001701001
Saved in:
5
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
Saved in:
6
Solving models with external habit
Wachter, Jessica
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003726391
Saved in:
7
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
Saved in:
8
Asset allocation
Wachter, Jessica
- In:
Annual review of financial economics
2
(
2010
),
pp. 175-206
Persistent link: https://www.econbiz.de/10008797829
Saved in:
9
Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica
-
2011
-
Current draft: May 17, 2011
Persistent link: https://www.econbiz.de/10009295341
Saved in:
10
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
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