Multiple Risky Assets, Transaction Costs, and Return...

Journal of Financial and Quantitative Analysis 2010 / 8 Vol. 45; Iss. 4

Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors

Lynch, Anthony W., Tan, Sinan
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Volume:
45
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109010000360
Date:
August, 2010
File:
PDF, 524 KB
english, 2010
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