NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Disaster Risk and its Implications for Asset Pricing

Jerry Tsai, Jessica A. Wachter

NBER Working Paper No. 20926
Issued in February 2015

---- Acknowledgments ----

Forthcoming in the Annual Review of Financial Economics, doi: 10.1146/annurev-financial-111914-041906. We thank Robert Barro, Xavier Gabaix, and Mete Kilic for helpful comments. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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