Jessica A. Wachter

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 3

Top Topics

Risk Assessment

Stochastic Model

Top Venues

J. Econ. Theory

Publications

João F. Gomes, Marco Grotteria, Jessica A. Wachter
Foreseen risks. J. Econ. Theory 212 (2023)
Sang Byung Seo, Jessica A. Wachter
Option Prices in a Model with Stochastic Disaster Risk. Manag. Sci. 65 (8) (2019)
Jerry Tsai, Jessica A. Wachter
Pricing long-lived securities in dynamic endowment economies. J. Econ. Theory 177 (2018)
Jessica A. Wachter
Risk aversion and allocation to long-term bonds. J. Econ. Theory 112 (2) (2003)