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.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τόπος έκδοσης:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Κύριος συγγραφέας: Lynch, Anthony W.
Μορφή: Άρθρο
Γλώσσα:English
Θέματα:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.