Portfolio choice and equity characteristics: Characterizing the hedging demands induced by return predictability

Journal of Financial Economics

Volumn 62, Issue 1, 2001, Pages 67-130

  Lynch, Anthony W ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

G11; G12; Hedging demands; Multiple risky assets; Portfolio choice; Return predictability

Indexed keywords

EID: 0012094930     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(01)00074-5     Document Type: Article

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