Jessica A. Wachter
Names
| first: |
Jessica |
| middle: |
A. |
| last: |
Wachter |
Identifer
Contact
Affiliations
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University of Pennsylvania
/ Wharton School of Business
/ Finance Department
Research profile
author of:
- Asset Allocation (RePEc:anr:refeco:v:2:y:2010:p:175-206)
by Jessica A. Wachter - Discussion (RePEc:bla:jfinan:v:56:y:2001:i:4:p:1351-1355)
by Jessica A. Wachter - Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (RePEc:bla:jfinan:v:68:y:2013:i:3:p:987-1035)
by Jessica A. Wachter - Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium (RePEc:cpr:ceprdp:4921)
by Lettau, Martin & Wachter, Jessica - The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (RePEc:cpr:ceprdp:5519)
by Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica - Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00)
by Wachter, Jessica A. - Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements (RePEc:cup:jfinqa:v:45:y:2010:i:05:p:1111-1131_00)
by Baker, Malcolm & Litov, Lubomir & Wachter, Jessica A. & Wurgler, Jeffrey - Using Samples of Unequal Length in Generalized Method of Moments Estimation (RePEc:cup:jfinqa:v:48:y:2013:i:01:p:277-307_00)
by Lynch, Anthony W. & Wachter, Jessica A. - Predictable returns and asset allocation: Should a skeptical investor time the market? (RePEc:eee:econom:v:148:y:2009:i:2:p:162-178)
by Wachter, Jessica A. & Warusawitharana, Missaka - Solving models with external habit (RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226)
by Wachter, Jessica A. - Risk aversion and allocation to long-term bonds (RePEc:eee:jetheo:v:112:y:2003:i:2:p:325-333)
by Wachter, Jessica A. - The term structures of equity and interest rates (RePEc:eee:jfinec:v:101:y:2011:i:1:p:90-113)
by Lettau, Martin & Wachter, Jessica A. - A consumption-based model of the term structure of interest rates (RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399)
by Wachter, Jessica A. - Comment on: Are behavioral asset-pricing models structural? (RePEc:eee:moneco:v:49:y:2002:i:1:p:229-233)
by Wachter, Jessica A. - Comment on: "Can financial innovation help to explain the reduced volatility of economic activity?" (RePEc:eee:moneco:v:53:y:2006:i:1:p:151-154)
by Wachter, Jessica A. - What is the chance that the equity premium varies over time? evidence from predictive regressions (RePEc:fip:fedgfe:2009-26)
by Jessica A. Wachter & Missaka Warusawitharana - The declining equity premium: what role does macroeconomic risk play? (RePEc:fip:fedgpr:y:2005:x:27)
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - Growth or glamour? fundamentals and systemic risk in stock returns (RePEc:fip:fedgpr:y:2005:x:28)
by John Campbell & Christopher Polk & Tuomo Vuolteenaho - Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation (RePEc:fth:pennfi:18-99)
by Klaas Baks & Andrew Metrick & Jessica Wachter - Comment on "Imperfect Expectations: Theory and Evidence" (RePEc:nbr:nberch:14491)
by Jessica A. Wachter - Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors (RePEc:nbr:nberwo:10086)
by Antonios Sangvinatsos & Jessica A. Wachter - The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (RePEc:nbr:nberwo:10270)
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements (RePEc:nbr:nberwo:10685)
by Malcolm Baker & Lubomir Litov & Jessica A. Wachter & Jeffrey Wurgler - Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium (RePEc:nbr:nberwo:11144)
by Martin Lettau & Jessica Wachter - Solving Models with External Habit (RePEc:nbr:nberwo:11559)
by Jessica A. Wachter - Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? (RePEc:nbr:nberwo:13165)
by Jessica A. Wachter & Missaka Warusawitharana - Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (RePEc:nbr:nberwo:14386)
by Jessica Wachter - Using Samples of Unequal Length in Generalized Method of Moments Estimation (RePEc:nbr:nberwo:14411)
by Anthony W. Lynch & Jessica A. Wachter - The Term Structures of Equity and Interest Rates (RePEc:nbr:nberwo:14698)
by Martin Lettau & Jessica A. Wachter - Asset Allocation (RePEc:nbr:nberwo:16255)
by Jessica Wachter - Why Do Household Portfolio Shares Rise in Wealth? (RePEc:nbr:nberwo:16316)
by Jessica A. Wachter & Motohiro Yogo - What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio (RePEc:nbr:nberwo:17334)
by Jessica A. Wachter & Missaka Warusawitharana - Option Prices in a Model with Stochastic Disaster Risk (RePEc:nbr:nberwo:19611)
by Sang Byung Seo & Jessica A. Wachter - Maximum likelihood estimation of the equity premium (RePEc:nbr:nberwo:19684)
by Efstathios Avdis & Jessica A. Wachter - Rare Booms and Disasters in a Multi-sector Endowment Economy (RePEc:nbr:nberwo:20062)
by Jerry Tsai & Jessica A. Wachter - Disaster Risk and its Implications for Asset Pricing (RePEc:nbr:nberwo:20926)
by Jerry Tsai & Jessica A. Wachter - Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility (RePEc:nbr:nberwo:21575)
by Mete Kilic & Jessica A. Wachter - Do Rare Events Explain CDX Tranche Spreads? (RePEc:nbr:nberwo:22723)
by Sang Byung Seo & Jessica A. Wachter - Cyclical Dispersion in Expected Defaults (RePEc:nbr:nberwo:23704)
by João F. Gomes & Marco Grotteria & Jessica A. Wachter - The Macroeconomic Announcement Premium (RePEc:nbr:nberwo:24432)
by Jessica A. Wachter & Yicheng Zhu - Pricing Long-Lived Securities in Dynamic Endowment Economies (RePEc:nbr:nberwo:24641)
by Jerry Tsai & Jessica A. Wachter - Cross-sectional Skewness (RePEc:nbr:nberwo:25113)
by Simon Oh & Jessica A. Wachter - Foreseen Risks (RePEc:nbr:nberwo:25277)
by João F. Gomes & Marco Grotteria & Jessica Wachter - "Superstitious" Investors (RePEc:nbr:nberwo:25603)
by Hongye Guo & Jessica A. Wachter - A Retrieved-Context Theory Of Financial Decisions (RePEc:nbr:nberwo:26200)
by Jessica A. Wachter & Michael Jacob Kahana - Risks to Human Capital (RePEc:nbr:nberwo:26823)
by Mehran Ebrahimian & Jessica Wachter - Sovereign Default and the Decline in Interest Rates (RePEc:nbr:nberwo:34021)
by Max Miller & James D. Paron & Jessica Wachter - Bayesian Performance Evaluation (RePEc:nbr:nberwo:7069)
by Klaas Baks & Andrew Metrick & Jessica Wachter - The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (RePEc:oup:rfinst:v:21:y:2008:i:4:p:1653-1687)
by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter - Why Do Household Portfolio Shares Rise in Wealth? (RePEc:oup:rfinst:v:23:y:2010:i:11:p:3929-3965)
by Jessica A. Wachter & Motohiro Yogo - Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium (RePEc:red:sed005:302)
by Jessica Wachter & Martin Lettau - Predictable returns and asset allocation: Should a skeptical investor time the market? (RePEc:red:sed006:22)
by Jessica A. Wachter & Missaka Warusawitharana - Why do Household Portfolio Shares Rise in Wealth? (RePEc:red:sed007:929)
by Motohiro Yogo & Jessica Wachter - Can time-varying risk of rare disasters explain aggregate stock market volatility? (RePEc:red:sed008:944)
by Jessica Wachter