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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

Bayesian performance evaluation

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999

Persistent link: https://www.econbiz.de/10001378364

Bayesian performance evaluation

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999

Persistent link: https://www.econbiz.de/10001379616

Should investors avoid all actively managed mutual funds? : A study in Bayesian performance evaluatin

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 45-85

Persistent link: https://www.econbiz.de/10001575059

Should investors avoid all actively managed mutual funds? : A study in Bayesian performance evaluation

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999

Persistent link: https://www.econbiz.de/10001409820

Does the failure of the expectations hypothesis matter for long-term investors?

Sangvinatsos, Antonios; Wachter, Jessica - 2003

Persistent link: https://www.econbiz.de/10001826472

Can mutual fund managers pick stocks? : Evidence from their trades prior to earnings announcements

Baker, Malcolm; Litov, Lubomir; Wachter, Jessica; … - 2004

Persistent link: https://www.econbiz.de/10002185521

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

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2004

Persistent link: https://www.econbiz.de/10001927181

Why do household portfolio shares rise in wealth?

Wachter, Jessica; Yogo, Motohiro - 2010

"We develop a life-cycle consumption and portfolio choice model in which households have nonhomothetic utility over two types of goods, basic and luxury. We calibrate the model to match the cross-sectional and life-cycle variation in the basic expenditure share in the Consumer Expenditure...

Persistent link: https://www.econbiz.de/10008656106