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

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  • Lynch, Anthony W.

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  • Lynch, Anthony W., 2001. "Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability," Journal of Financial Economics, Elsevier, vol. 62(1), pages 67-130, October.
    • Handle: RePEc:eee:jfinec:v:62:y:2001:i:1:p:67-130
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