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.

Xehetasun bibliografikoak
Argitaratua izan da:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Egile nagusia: Lynch, Anthony W.
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.