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Applied Economics Letters Volume 26, 2019 - Issue 6
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Articles

The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models

Emmanouil PlatanakisSchool of Management, University of Bath, Bath, UK
,
Athanasios SakkasSouthampton Business School, University of Southampton, S outhampton, UK
&
Charles SutcliffeThe ICMA Centre, Henley Business School, University of Reading, Reading, RG6 6BAUKCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0003-0187-487X
ORCID Icon
Pages 516-521 | Published online: 18 Jun 2018

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