Multiple risky assets, transaction costs, and return predictability allocation rules and implications for U.S. investors.

Multiple risky assets, transaction costs, and return predictability allocation rules and implications for U.S. investors.

Bibliographic Details
Published in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Main Author: Lynch, Anthony W.
Format: Article
Language:English
Subjects:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.