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.

Bibliografiska uppgifter
I publikationen:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Huvudupphovsman: Lynch, Anthony W.
Materialtyp: Artikel
Språk:English
Ämnen:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.