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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.accessioned2009-10-01T15:45:07Z
dc.date.available2009-10-01T15:45:07Z
dc.date.issued1969en_US
dc.identifierextensionofmarko00poguen_US
dc.identifier.urihttp://hdl.handle.net/1721.1/47804
dc.publisherCambridge, M.I.Ten_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 388-69.en_US
dc.subjectInvestmentsen_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 taxesen_US
dc.typeWorking Paperen_US
dc.identifier.oclc14403151en_US
dc.identifier.aleph000259104en_US


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