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Risk Aversion and Allocation t...
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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
Portfolio and consumption decisions under mean-revering returns : an exact solution for complete markets
Wachter, Jessica
-
2002
Persistent link: https://www.econbiz.de/10001701001
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3
Risk aversion and allocation to long-term bonds
Wachter, Jessica
-
2002
Persistent link: https://www.econbiz.de/10001709777
Saved in:
4
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:
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
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:
7
A consumption-based model of the term structure of interest rates
Wachter, Jessica
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003229591
Saved in:
8
Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica
(
contributor
)
-
2008
-
Current draft: September 24, 2008
Persistent link: https://www.econbiz.de/10003783866
Saved in:
9
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
Saved in:
10
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
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