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Does the Failure of the Expect...
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Wachter, Jessica A.
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Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?
Sangvinatsos, Antonios
;
Wachter, Jessica A.
- In:
The journal of finance : the journal of the American …
60
(
2005
)
1
,
pp. 179-230
Persistent link: https://www.econbiz.de/10006544228
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2
DOES THE FAILURE OF THE EXPECTATIONS HYPOTHESIS MATTER FOR LONG-TERM INVESTORS?
Sangvinatsos, Antonios
;
Wachter, Jessica A.
-
2003
Persistent link: https://www.econbiz.de/10006966224
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3
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/10009958673
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4
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
Wachter, Jessica A.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 63-92
Persistent link: https://www.econbiz.de/10006695846
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5
A consumption-based model of the term structure of interest rates
Wachter, Jessica A.
- In:
Journal of financial economics
79
(
2006
)
2
,
pp. 365-400
Persistent link: https://www.econbiz.de/10006499155
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6
ARTICLES - Discussion - Variable Selection for Portfolio Choice
Wachter, Jessica A.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1351-1356
Persistent link: https://www.econbiz.de/10006563788
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Why Do Household Portfolio Shares Rise in Wealth?
Wachter, Jessica A.
;
Yogo, Motohiro
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 3929-3929
Persistent link: https://www.econbiz.de/10008712234
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8
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
WACHTER, JESSICA A.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
3
,
pp. 987-1035
Persistent link: https://www.econbiz.de/10010120278
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9
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica A.
- In:
The review of financial studies
21
(
2013
)
4
,
pp. 1653-1652
Persistent link: https://www.econbiz.de/10010113754
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10
Why Do Household Portfolio Shares Rise in Wealth?
Wachter, Jessica A.
;
Yogo, Motohiro
- In:
The review of financial studies
23
(
2013
)
11
,
pp. 3929-3928
Persistent link: https://www.econbiz.de/10010114684
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