Transaction costs and predictability: Some utility cost calculations

Journal of Financial Economics

Volumn 52, Issue 1, 1999, Pages 47-78

  Balduzzi, Pierluigi ^a   Lynch, Anthony W ^b  

^a BOSTON COLLEGE   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

G11; G12; Portfolio choice; Return predictability; Transaction costs; Utility cost

Indexed keywords

EID: 0001883834     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-405x(99)00004-5     Document Type: Article

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