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.

Bibliographische Detailangaben
Veröffentlicht in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
1. Verfasser: Lynch, Anthony W.
Format: Artikel
Sprache:English
Schlagworte:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.