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.

Bibliografiset tiedot
Julkaisussa:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Päätekijä: Lynch, Anthony W.
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.