Jerry Tsai

University Lecturer in Economics

Jerry Tsai is a University Lecturer in the Department of Economics. His research interests includes asset pricing and portfolio choice. His recent research provides explanations for the term premium and value premium with consumption-based models. Jerry has a BA in Economics and Mathematics from Rice University, and a PhD in Finance from University of Pennsylvania.

Working Paper

Tsai, J. (2013). Rare disasters and the term structures of interest rates.
Tsai, J. and Wachter, J. (2014). Rare booms and disasters in a multi-sector endowment economy.
Tsai, J and Wachter, J.A. (2017). Pricing Long-Lived Securities in Dynamic Endowment Economies.

Published Research

Tsai, J and Wachter, J.A. (2016). Rare Booms and Disasters in a Multisector Endowment Economy. The Review of Financial Studies. 29 (5). 1113-1169.