Predictability and transaction costs: The impact on rebalancing rules and behavior

Journal of Finance

Volumn 55, Issue 5, 2000, Pages 2285-2309

  Lynch, Anthony W ^a   Balduzzi, Pierluigi ^a  

^a Laboratory of Integrative Cardiovascular and Metabolic Physiology   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040362508     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00287     Document Type: Article

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