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.

Bibliografske podrobnosti
izdano v:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Glavni avtor: Lynch, Anthony W.
Format: Article
Jezik:English
Teme:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.