1. Balduzzi, Perluigi, and Anthony Lynch, ``The Impact of Predictability and Transaction Costs on Portfolio Choice in a Multiperiod Setting,'' unpublished paper, Boston College and New York University, 1997a.
2. Balduzzi, Perluigi, and Anthony Lynch, ``Transaction Costs and Predictability: Some Utility Cost Calculations,'' unpublished paper, Boston College and New York University, 1997b.
3. Barberis, Nicholas C. ``Investing for the Long Run When Returns Are Predictable,'' Journal of Finance, LIV (1999), forthcoming.
4. Brandt, Michael W. ``Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach,'' Journal of Finance, LIV (1999), forthcoming.
5. Strategic asset allocation