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Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors
Lynch, Anthony W; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1055
Persistent link: https://www.econbiz.de/10008732894
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Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049