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.

Bibliografische gegevens
Gepubliceerd in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hoofdauteur: Lynch, Anthony W.
Formaat: Artikel
Taal:English
Onderwerpen:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.