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.

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
المؤلف الرئيسي: Lynch, Anthony W.
التنسيق: مقال
اللغة:English
الموضوعات:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.