THE OPTIMAL NUMBER OF SECURITIES IN A RISKY ASSET PORTFOLIO WHEN THERE ARE FIXED COSTS OF TRANSACTING: THEORY AND SOME EMPRICAL RESULTS

BRENNAN, MICHAEL J.. (1975). THE OPTIMAL NUMBER OF SECURITIES IN A RISKY ASSET PORTFOLIO WHEN THERE ARE FIXED COSTS OF TRANSACTING: THEORY AND SOME EMPRICAL RESULTS. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 10(3), 483-496. SID. https://sid.ir/paper/603565/en

BRENNAN MICHAEL J.. THE OPTIMAL NUMBER OF SECURITIES IN A RISKY ASSET PORTFOLIO WHEN THERE ARE FIXED COSTS OF TRANSACTING: THEORY AND SOME EMPRICAL RESULTS. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS[Internet]. 1975;10(3):483-496. Available from: https://sid.ir/paper/603565/en

MICHAEL J. BRENNAN, “THE OPTIMAL NUMBER OF SECURITIES IN A RISKY ASSET PORTFOLIO WHEN THERE ARE FIXED COSTS OF TRANSACTING: THEORY AND SOME EMPRICAL RESULTS,” JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, vol. 10, no. 3, pp. 483–496, 1975, [Online]. Available: https://sid.ir/paper/603565/en