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.

Detalles Bibliográficos
Publicado en:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autor Principal: Lynch, Anthony W.
Formato: Artigo
Idioma:English
Subjects:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.