An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes
By: [by] G. A. Pogue.
Edition: Rev ed.
Series: M.I.T. Alfred P. Sloan School of Management. Working papers, 388-69b; Working paper (Sloan School of Management) -- 388-69B.
Publisher: M.I.T.]
Published: 1969
Place of publication: [Cambridge
Language: eng
Number of pages: 35
Subjects: Portfolio management -- Mathematical models.