We are experiencing some difficulties with our submission forms, which we are working to resolve. If you have any issues, please contact us at dspace-lib@mit.edu.

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

Thumbnail Image
Download
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.
Persistent DSpace Link
PrivacyPermissionsAccessibilityContact us
Notify us about copyright concerns.