Anthony W. Lynch

Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors

Sinan Tan, A. Lynch, Anthony W. Lynch, 2010, Journal of Financial and Quantitative Analysis.

Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability

Anthony W. Lynch, 2001 .

How Investors Interpret Past Fund Returns

David K. Musto, A. Lynch, Anthony W. Lynch, 2000 .