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.

Bibliografski detalji
Izdano u:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Glavni autor: Lynch, Anthony W.
Format: Članak
Jezik:English
Teme:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.