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.

書誌詳細
出版年:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
第一著者: Lynch, Anthony W.
フォーマット: 論文
言語:English
主題:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.