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.

書目詳細資料
發表在:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
主要作者: Lynch, Anthony W.
格式: Article
語言:English
主題:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.