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

Author(s)
Pogue, G. A.
Thumbnail
Downloadextensionofmarko388pogu.pdf (2.345Mb)
Metadata
Show full item record
Date issued
1969
URI
http://hdl.handle.net/1721.1/47810
Publisher
[Cambridge, M.I.T.]
Other identifiers
extensionofmarko388pogu
Series/Report no.
Working paper (Sloan School of Management) ; 388-69B.
Keywords
Portfolio management, Mathematical models.
Collections