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

Name

extensionofmarko388pogu.pdf

Size

2.35 MB

Format

Adobe PDF

Checksum (MD5)

dd13650a0c61fde45108da94296b47fe

Author(s)

Pogue, G. A.

Date Issued

1969

Publisher

[Cambridge, M.I.T.]

Series/Report no.

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

Subjects

Portfolio management

Mathematical models.

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