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.

Podrobná bibliografie
Vydáno v:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hlavní autor: Lynch, Anthony W.
Médium: Článek
Jazyk:English
Témata:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.