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.

מידע ביבליוגרפי
הוצא לאור ב:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
מחבר ראשי: Lynch, Anthony W.
פורמט: Article
שפה:English
נושאים:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.