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Results: 2
Predictability and transaction costs: The impact on rebalancing rules and behavior
Authors: Lynch, AW Balduzzi, P
Citation: Aw. Lynch et P. Balduzzi, Predictability and transaction costs: The impact on rebalancing rules and behavior, J FINANCE, 55(5), 2000, pp. 2285-2309
Transaction costs and predictability: some utility cost calculations
Authors: Balduzzi, P Lynch, AW
Citation: P. Balduzzi et Aw. Lynch, Transaction costs and predictability: some utility cost calculations, J FINAN EC, 52(1), 1999, pp. 47-78
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