Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability
| Year of publication: |
2001
|
|---|---|
| Authors: | Lynch, Anthony W. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 62.2001, 1, p. 67-130
|
| Publisher: |
Elsevier |