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.

书目详细资料
发表在:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
主要作者: Lynch, Anthony W.
格式: 文件
语言:English
主题:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.