extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes
By: [by] G.A. Pogue.
Series: M.I.T. Alfred P. Sloan School of Management. Working papers -- no. 388-69; Working paper (Sloan School of Management) -- 388-69.
Publisher: M.I.T.
Published: 1969
Place of publication: Cambridge
Language: eng
Number of pages: 32
Subjects: Investments -- Mathematical models; Portfolio management -- Mathematical models