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Wachter, Jessica A.
21
Lettau, Martin
5
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3
Warusawitharana, Missaka
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Working paper / National Bureau of Economic Research, Inc
6
The review of financial studies
4
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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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2
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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3
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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4
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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5
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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6
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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7
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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8
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
Saved in:
9
Risk aversion and allocation to long-term bonds
Wachter, Jessica A.
- In:
Journal of economic theory
112
(
2003
)
2
,
pp. 325-333
Persistent link: https://www.econbiz.de/10007654147
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10
Comment on: Are behavioral asset-pricing models structural?
Wachter, Jessica A.
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 229
Persistent link: https://www.econbiz.de/10007665551
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