Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability
- 31 October 2001
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 62 (1) , 67-130
- https://doi.org/10.1016/s0304-405x(01)00074-5
Abstract
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This publication has 33 references indexed in Scilit:
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