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.

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hovedforfatter: Lynch, Anthony W.
Format: Article
Sprog:English
Fag:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.