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

Name

extensionofmarko00pogu.pdf

Size

1.67 MB

Format

Adobe PDF

Checksum (MD5)

950312b70588fdd54b2e955f3134c2d7

Author(s)

Pogue, G. A.

Date Issued

1969

Publisher

Cambridge, M.I.T

Series/Report no.

Working paper (Sloan School of Management) ; 388-69.

Subjects

Investments

Portfolio management

Mathematical models.

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