Skip to contents Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] Do Rare Events Explain CDX Tranche Spreads? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Avdis, Efstathios [Author] ; Wachter, Jessica A. [Other] Maximum Likelihood Estimation of the Equity Premium Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 57 Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] Option Prices in a Model with Stochastic Disaster Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 76 Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Pricing Long-Lived Securities in Dynamic Endowment Economies Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Rare Booms and Disasters in a Multi-Sector Endowment Economy Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 43 Kilic, Mete [Author] ; Wachter, Jessica A. [Other] Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 73 Ebrahimian, Mehran [Author] ; Wachter, Jessica A. [Other] Risks to Human Capital Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Oh, Sangmin [Author] ; Wachter, Jessica A. [Other] Cross-Sectional Skewness Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Guo, Hongye [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research "Superstitious" Investors Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2019 Published in: NBER working paper series ; no. w25603 Guo, Hongye [Author] ; Wachter, Jessica A. [Other] "Superstitious" Investors Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: NBER Working Paper ; No. w25603 Guo, Hongye [Author] ; Wachter, Jessica A. [Other] 'Superstitious' Investors Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper Oh, Simon [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Cross-sectional Skewness Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2018 Published in: NBER working paper series ; no. w25113 Oh, Simon [Author] ; Wachter, Jessica A. [Other] Cross-Sectional Skewness Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: NBER Working Paper ; No. w25113 Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Pricing Long-Lived Securities in Dynamic Endowment Economies Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, May 2018 Published in: NBER working paper series ; no. w24641 Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Pricing Long-Lived Securities in Dynamic Endowment Economies Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: NBER Working Paper ; No. w24641 Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Do Rare Events Explain CDX Tranche Spreads? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, October 2016 Published in: NBER working paper series ; no. w22723 Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] Do Rare Events Explain Cdx Tranche Spreads? Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: NBER Working Paper ; No. w22723 Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Disaster Risk and its Implications for Asset Pricing Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, February 2015 Published in: NBER working paper series ; no. w20926 Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Disaster Risk and its Implications for Asset Pricing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: NBER Working Paper ; No. w20926 Kilic, Mete [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, September 2015 Published in: NBER working paper series ; no. w21575
Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] Do Rare Events Explain CDX Tranche Spreads? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Avdis, Efstathios [Author] ; Wachter, Jessica A. [Other] Maximum Likelihood Estimation of the Equity Premium Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 57
Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] Option Prices in a Model with Stochastic Disaster Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 76
Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Pricing Long-Lived Securities in Dynamic Endowment Economies Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Rare Booms and Disasters in a Multi-Sector Endowment Economy Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 43
Kilic, Mete [Author] ; Wachter, Jessica A. [Other] Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: The Wharton School Research Paper ; No. 73
Ebrahimian, Mehran [Author] ; Wachter, Jessica A. [Other] Risks to Human Capital Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Oh, Sangmin [Author] ; Wachter, Jessica A. [Other] Cross-Sectional Skewness Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Guo, Hongye [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research "Superstitious" Investors Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2019 Published in: NBER working paper series ; no. w25603
Guo, Hongye [Author] ; Wachter, Jessica A. [Other] "Superstitious" Investors Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: NBER Working Paper ; No. w25603
Guo, Hongye [Author] ; Wachter, Jessica A. [Other] 'Superstitious' Investors Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Oh, Simon [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Cross-sectional Skewness Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2018 Published in: NBER working paper series ; no. w25113
Oh, Simon [Author] ; Wachter, Jessica A. [Other] Cross-Sectional Skewness Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: NBER Working Paper ; No. w25113
Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Pricing Long-Lived Securities in Dynamic Endowment Economies Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, May 2018 Published in: NBER working paper series ; no. w24641
Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Pricing Long-Lived Securities in Dynamic Endowment Economies Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: NBER Working Paper ; No. w24641
Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Do Rare Events Explain CDX Tranche Spreads? Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, October 2016 Published in: NBER working paper series ; no. w22723
Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] Do Rare Events Explain Cdx Tranche Spreads? Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: NBER Working Paper ; No. w22723
Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Disaster Risk and its Implications for Asset Pricing Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, February 2015 Published in: NBER working paper series ; no. w20926
Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] Disaster Risk and its Implications for Asset Pricing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: NBER Working Paper ; No. w20926
Kilic, Mete [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, September 2015 Published in: NBER working paper series ; no. w21575
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