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Multiple risky assets, transaction costs, and return predictability: Allocation rules and implications for u.s. investors

机译：多种风险资产，交易成本和回报可预测性：分配规则及对美国的影响投资者

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Anthony W. Lynch; Sinan Tan;
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年度 2010
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1. Multiple Risky Assets, Transaction Costs, and Return Predictability: Allocation Rules and Implications for U.S. Investors [J] . Anthony W. Lynch, Sinan Tan Journal of Financial and Quantitative Analysis . 2010,第4期

机译：多种风险资产，交易成本和回报可预测性：分配规则及其对美国投资者的启示
2. Dynamic asset allocation with event risk, transaction costs and predictable returns [J] . Jean-Guy Simonato Mathematics and financial economics . 2018,第4期

机译：具有事件风险，交易成本和可预测收益的动态资产分配
3. Return Predictability and Dynamic Asset Allocation: How Often Should Investors Rebalance? [J] . Himanshu Almadi, David E. Rapach, Anil Suri The Journal of Portfolio Management . 2014,第4期

机译：收益可预测性和动态资产分配：投资者应多久重新平衡一次？
4. Optimal Consumption and Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income When Asset Returns Are Predictable [C] . TSAI Hui-Ju, WU Yangru Proceedings of the 2nd (2010) international conferece on financial risk and corporate finance managament. . 2010

机译：当资产收益可预测时，具有不可交易劳动收入的长期投资者的最佳消费和投资组合选择
5. Transaction costs, market depth, and short-term return predictability. [D] . Jones, Charles Mark. 1994

机译：交易成本，市场深度和短期收益可预测性。
6. External Costs of Risky Health Behaviors Associated with Leading Actual Causes of Death in the U.S.: A Review of the Evidence and Implications for Future Research [O] . Armineh Zohrabian, Tomas J Philipson 2010

机译：与美国主要的死亡实际原因相关的危险健康行为的外部成本：证据和对未来研究的启示
7. Multiple Risky Assets, Transaction Costs and Return Predictability: Implications for Portfolio Choice [O] . Lynch Anthony W., Tan Sinan 2002

机译：多种风险资产，交易成本和回报可预测性：对投资组合选择的影响

Multiple risky assets, transaction costs, and return predictability: Allocation rules and implications for u.s. investors

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