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.

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Prif Awdur: Lynch, Anthony W.
Fformat: Erthygl
Iaith:English
Pynciau:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.