The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results
Year of publication: |
1975
|
---|---|
Authors: | Brennan, M. J. |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 10.1975, 03, p. 483-496
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
International risk sharing and capital mobility
Solnik, Bruno, (1989)
-
The equilibrium term structure of lease rates
Brennan, Michael J., (1982)
-
Underpricing, ownership and control in initial public offerings of equity securities in the UK
Brennan, Michael J., (1995)
- More ...