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


  • Sang Byung Seo, Jessica Wachter (Working), Option Prices in a Model with Stochastic Disaster Risk.    Abstract
  • Mete Kilic, Jessica Wachter (Working), Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility.    Abstract
  • Efstathios Avdis, Jessica Wachter (Working), Maximum likelihood estimation of the equity premium.    Abstract  Related Materials
  • Jessica Wachter, Jerry Tsai (Working), Rare booms and disasters in a multi-sector endowment economy.    Abstract
  • Jerry Tsai, Jessica Wachter (Working), Disaster risk and its implications for asset pricing.    Abstract  Related Materials