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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. 333-360
Persistent link: https://www.econbiz.de/10009133651
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Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State‐Dependent Transaction Costs
LYNCH, ANTHONY W.; TAN, SINAN - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1329-1369
Persistent link: https://www.econbiz.de/10009180458
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LABOR INCOME DYNAMICS AT BUSINESS-CYCLE FREQUENCIES: IMPLICATIONS FOR PORTFOLIO CHOICE
Lynch, Anthony W.; Tan, Sinan - 2004
Persistent link: https://www.econbiz.de/10006960814
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EXPLAINING THE MAGNITUDE OF LIQUIDITY PREMIA: THE ROLES OF RETURN PREDICTABILITY, WEALTH SHOCKS AND STATE-DEPENDENT TRANSACTION COSTS
Lynch, Anthony W.; Tan, Sinan - 2004
Persistent link: https://www.econbiz.de/10006960921
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The Role of Options in Long Horizon Portfolio Choice
Tan, Sinan - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10010135724
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Pricing the US residential asset through the rent flow: A cross-sectional study
Goswami, Gautam; Tan, Sinan - In: Journal of banking & finance 36 (2012) 10, pp. 2742-2757
Persistent link: https://www.econbiz.de/10010002774
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Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors
Lynch, Anthony W; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1055
Persistent link: https://www.econbiz.de/10008732894
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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/10006511918
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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/10006519363
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How Investors Interpret Past Fund Returns
Lynch, Anthony W.; Musto, David K. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2033-2058
Persistent link: https://www.econbiz.de/10006554362