Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Anthony W. Lynch and Sinan Tan
| Year of publication: |
2010
|
|---|---|
| Authors: | Lynch, Anthony W. ; Tan, Sinan |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 4, p. 1015-1053
|
| Subject: | Transaktionskosten | Transaction costs | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008758049