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.

Dettagli Bibliografici
Pubblicato in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autore principale: Lynch, Anthony W.
Natura: Articolo
Lingua:English
Soggetti:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.