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.

Chi tiết về thư mục
Xuất bản năm:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Tác giả chính: Lynch, Anthony W.
Định dạng: Bài viết
Ngôn ngữ:English
Những chủ đề:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.