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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/10009760530

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

Three essays in dynamic portfolio choice

Tan, Sinan - 2006

Persistent link: https://www.econbiz.de/10009374264

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

Size, value, and momentum in emerging market stock returns

Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65

Persistent link: https://www.econbiz.de/10010243168

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

Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures

Cakici, Nusret; Tan, Sinan - In: Journal of international money and finance 44 (2014), pp. 179-209

Persistent link: https://www.econbiz.de/10010391061

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