Photo of Jessica Wachter

Jessica Wachter

Richard B. Worley Professor of Financial Management, Professor of Finance

Research Interests: asset pricing, financial econometrics, portfolio choice

Links: CV, Personal Website

  • Jessica Wachter, Jerry Tsai (Working), Rare booms and disasters in a multi-sector endowment economy.    Abstract
  • Efstathios Avdis, Jessica Wachter (Working), Maximum likelihood estimation of the equity premium.  
  • Jessica Wachter, Missaka Warusawitharana (Working), What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio.  
  • Sang Byung Seo, Jessica Wachter (Working), Option prices in a model with stochastic disaster risk.    Abstract