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.

Opis bibliograficzny
Wydane w:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
1. autor: Lynch, Anthony W.
Format: Artykuł
Język:English
Hasła przedmiotowe:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.