OPTIMAL NUMBER OF SECURITIES IN A RISKY ASSET PORTFOLIO WHEN THERE ARE FIXED COSTS OF TRANSACTING - THEORY AND SOME EMPIRICAL RESULTS

被引：69

作者：

BRENNAN, MJ ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER,BRITISH COLUMBI,CANADA

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1975年 / 10卷 / 03期

关键词：

D O I：

10.2307/2330492

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：483 / 496

页数：14

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