An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes
Edition: Rev. ed.
Series: M.I.T. Alfred P. Sloan School of Management. Working papers, 388-69a; Working paper (Sloan School of Management) -- 388-69A.
Publisher: M.I.T.]
Published: 1969
Place of publication: [Cambridge
Language: eng
Number of pages: 32
Subjects: Mathematical models; Portfolio management
Notes: Based on the earlier paper, Portfolio selection, in the Journal of finance.

Includes bibliographical notes.