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.

Sonraí bibleagrafaíochta
Foilsithe in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Príomhchruthaitheoir: Lynch, Anthony W.
Formáid: Alt
Teanga:English
Ábhair:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.