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.

Détails bibliographiques
Publié dans:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Auteur principal: Lynch, Anthony W.
Format: Article
Langue:English
Sujets:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.