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.

Dades bibliogràfiques
Publicat a:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autor principal: Lynch, Anthony W.
Format: Article
Idioma:English
Matèries:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.