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Survivorship bias and attrition effects in measures of performance persistence

Carpenter, Jennifer N.; Lynch, Anthony W. - In: Journal of Financial Economics 54 (1999) 3, pp. 337-374

Persistent link: https://www.econbiz.de/10005477830

Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability

Lynch, Anthony W. - In: Journal of Financial Economics 62 (2001) 1, pp. 67-130

Persistent link: https://www.econbiz.de/10005477847

Transaction costs and predictability: some utility cost calculations

Balduzzi, Pierluigi; Lynch, Anthony W. - In: Journal of Financial Economics 52 (1999) 1, pp. 47-78

Persistent link: https://www.econbiz.de/10005376656

Labor income dynamics at business-cycle frequencies: Implications for portfolio choice

Lynch, Anthony W.; Tan, Sinan - In: Journal of Financial Economics 101 (2011) 2, pp. 333-359

Young agents with low wealth-income ratios counter factually hold more stock than young, rich agents and old agents using the standard portfolio choice model with i.i.d. stock returns and labor income. This paper matches the countercyclical volatility and procyclical mean of U.S. labor income...

Persistent link: https://www.econbiz.de/10009146557