Predictability and transaction costs : the impact on rebalancing rules and behavior
Year of publication: |
2000
|
---|---|
Authors: | Lynch, Anthony W. ; Balduzzi, Pierluigi |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 5, p. 2285-2309
|
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | 1927-1996 |
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