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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

Labor Income Dynamics at Business-Cycle Frequencies : Implications for Portfolio Choice

Lynch, Anthony W. - 2004

A large recent literature has focused on multiperiod portfolio choice with labor income, and while the models are elaborate along several dimensions, they all assume that the joint distribution of shocks to labor income and asset returns is i.i.d.. Calibrating this joint distribution to U.S....

Persistent link: https://www.econbiz.de/10012467677