Similar Search Results - EconBiz

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/10001387776

Predictability and transaction costs : the impact on rebalancing rules and behavior

Lynch, Anthony W.; Balduzzi, Pierluigi - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2285-2309

Persistent link: https://www.econbiz.de/10001524436

Predictability and Transaction Costs : The Impact on Rebalancing Rules and Behavior

Lynch, Anthony W. - 2008

We consider the impact of transaction costs on the portfolio decisions of a long-lived agent with isoelastic preferences. In particular, we focus on how portfolio choice, rebalancing frequency and average cost incurred change over the lifecycle are affected by return predictability. Two types of...

Persistent link: https://www.econbiz.de/10012768746

Decision frequency and synchronization across agents : implications for aggregate consumption and equity return

Lynch, Anthony W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1479-1497

Persistent link: https://www.econbiz.de/10001209019

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/10001608813

Stock returns, inflation, and the 'proxy hypothesis' : a new look at the data

Balduzzi, Pierluigi - In: Economics letters 48 (1995) 1, pp. 47-53

Persistent link: https://www.econbiz.de/10001185468

Inflation and asset prices in a monetary economy

Balduzzi, Pierluigi - In: Economics letters 53 (1996) 1, pp. 67-74

Persistent link: https://www.econbiz.de/10001212273

Money and asset price in a continuous-time Lucas and Stokey cash-in-advance economy

Balduzzi, Pierluigi - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2713-2743

Persistent link: https://www.econbiz.de/10003499204

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/10001429023

Staggered decision-making by individuals : pricing implications and some empirical evidence

Lynch, Anthony W. - 1994

Persistent link: https://www.econbiz.de/10000916219

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