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An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes.

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Author(s)
Pogue, G. A.
Date Issued
1969
Publisher
[Cambridge, M.I.T.]
Series/Report no.
Working paper (Sloan School of Management) ; 388-69A.
Description
Based on the earlier paper, Portfolio selection, in the Journal of finance.
Subjects
Portfolio management
Mathematical models.
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