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.

Detalhes bibliográficos
Publicado no:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autor principal: Lynch, Anthony W.
Formato: Artigo
Idioma:English
Assuntos:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.