Optimal portfolio choice with asset return predictability and nontradable labor income
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-014-0435-7.pdf
Reference43 articles.
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4. Balduzzi P, Lynch A (1999) Transaction costs and predictability: some utility cost calculations. J Financ Econ 52:47–78
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