H
Hsin-hung Jerry Tsai
Publications - 1
Hsin-hung Jerry Tsai is an academic researcher. The author has contributed to research in topics: Capital asset pricing model & Portfolio. The author has co-authored 1 publications.
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Essays on Asset Pricing and Portfolio Choice
TL;DR: Wachter et al. as mentioned in this paper used a model with rare consumption disaster risk to explain the properties of the nominal term structure of interest rates and time-varying bond risk premia.