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

dc.contributor.authorPogue, G. A.en_US
dc.date.accessioned2009-10-01T15:33:12Z
dc.date.available2009-10-01T15:33:12Z
dc.date.issued1969en_US
dc.identifierextensionofmarko1969poguen_US
dc.identifier.urihttp://hdl.handle.net/1721.1/47698
dc.descriptionBased on the earlier paper, Portfolio selection, in the Journal of finance.en_US
dc.publisher[Cambridge, M.I.T.]en_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 388-69A.en_US
dc.subjectPortfolio managementen_US
dc.subjectMathematical models.en_US
dc.titleAn extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes.en_US
dc.typeWorking Paperen_US
dc.identifier.oclc14516466en_US
dc.identifier.aleph000260287en_US


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