Forthcoming and Conditionally Accepted Papers

Working Papers

• de Souza A., Jung, H., Lynch, A. W. and Patton, A.J., 2018. Portfolio choice and equity characteristics: characterizing hedging demands in the presence of time-varying higher moments.
• Lynch, A. and O.Randall, 2018. Why Surplus Consumption in the Habit Model May be Less Persistent than You Think. Under revision
• Lynch, A. and A. de Souza, 2012. Does Mutual Fund Performance Vary over the Business Cycle?
• Lynch, A. and T. Vital-Ahuja, 2012. Can Subsample Evidence Alleviate the Data-Snooping Problem?: A Comparison to the Maximal R2 Cutoff Test.
• Lynch, A., 2015. Portfolio Choice with Many Risky Assets, Market Clearing and Cash Flow Predictability. Under revision.