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  1. Avdis, Efstathios [Author] ; Wachter, Jessica A. [Other]

    Maximum Likelihood Estimation of the Equity Premium

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    [S.l.]: SSRN, [2020]

    Published in: The Wharton School Research Paper ; No. 57

  2. Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other]

    Option Prices in a Model with Stochastic Disaster Risk

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    [S.l.]: SSRN, [2020]

    Published in: The Wharton School Research Paper ; No. 76

  3. Tsai, Jerry [Author] ; Wachter, Jessica A. [Other]

    Pricing Long-Lived Securities in Dynamic Endowment Economies

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    [S.l.]: SSRN, [2020]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

  4. Tsai, Jerry [Author] ; Wachter, Jessica A. [Other]

    Rare Booms and Disasters in a Multi-Sector Endowment Economy

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    [S.l.]: SSRN, [2020]

    Published in: The Wharton School Research Paper ; No. 43

  5. Kilic, Mete [Author] ; Wachter, Jessica A. [Other]

    Risk, Unemployment, and the Stock Market : A Rare-Event-Based Explanation of Labor Market Volatility

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    [S.l.]: SSRN, [2020]

    Published in: The Wharton School Research Paper ; No. 73

  6. Guo, Hongye [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research

    "Superstitious" Investors

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    Cambridge, Mass: National Bureau of Economic Research, 2019

    Published in: NBER working paper series ; no. w25603

  7. Guo, Hongye [Author] ; Wachter, Jessica A. [Other]

    'Superstitious' Investors

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    [S.l.]: SSRN, [2019]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

  8. Oh, Simon [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research

    Cross-sectional Skewness

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    Cambridge, Mass: National Bureau of Economic Research, 2018

    Published in: NBER working paper series ; no. w25113

  9. Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research

    Pricing Long-Lived Securities in Dynamic Endowment Economies

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    Cambridge, Mass: National Bureau of Economic Research, May 2018

    Published in: NBER working paper series ; no. w24641

  10. Seo, Sang Byung [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research

    Do Rare Events Explain CDX Tranche Spreads?

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    Cambridge, Mass: National Bureau of Economic Research, October 2016

    Published in: NBER working paper series ; no. w22723

  11. Tsai, Jerry [Author] ; Wachter, Jessica A. [Other] National Bureau of Economic Research

    Disaster Risk and its Implications for Asset Pricing

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    Cambridge, Mass: National Bureau of Economic Research, February 2015

    Published in: NBER working paper series ; no. w20926

  12. 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

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    Cambridge, Mass: National Bureau of Economic Research, September 2015

    Published in: NBER working paper series ; no. w21575