The Optimal Number of Securities in a Risky Asset Portfolio When There are Fixed Costs of Transacting: Theory and Some Empirical Results-Reference-Cited by-同舟云学术

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The Optimal Number of Securities in a Risky Asset Portfolio When There are Fixed Costs of Transacting: Theory and Some Empirical Results

Published:1975-09 Issue:3 Volume:10 Page:483
ISSN:0022-1090
Container-title:The Journal of Financial and Quantitative Analysis
language:
Short-container-title:The Journal of Financial and Quantitative Analysis

Author:

Brennan M. J.

Publisher

JSTOR

Subject

Economics and Econometrics,Finance,Accounting

Cited by 113 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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