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.

Библиографические подробности
Опубликовано в::Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Главный автор: Lynch, Anthony W.
Формат: Статья
Язык:English
Предметы:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.