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.

Detaylı Bibliyografya
Yayımlandı:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Yazar: Lynch, Anthony W.
Materyal Türü: Makale
Dil:English
Konular:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.