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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/10001608813

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

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

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/10002499194

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

Lynch, Anthony W.; Tan, Sinan - 2004

Persistent link: https://www.econbiz.de/10002503182

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

Persistent link: https://www.econbiz.de/10009242850

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. 1329-1368

Persistent link: https://www.econbiz.de/10009267672

Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors

Lynch, Anthony W.; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1053

Persistent link: https://www.econbiz.de/10008758049

Asset allocation

Wachter, Jessica - 2010

"This review article describes recent literature on asset allocation, covering both static and dynamic models. The article focuses on the bond--stock decision and on the implications of return predictability. In the static setting, investors are assumed to be Bayesian, and the role of various...

Persistent link: https://www.econbiz.de/10008657474