An extension of the Markowitz portfolio selection model to include variable transactions" costs, short sales, leverage policies and taxes by G. A. Pogue

Cover of: An extension of the Markowitz portfolio selection model to include variable transactions

Published by M.I.T.] in [Cambridge .

Written in English

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Subjects:

  • Mathematical models,
  • Portfolio management

Edition Notes

Book details

SeriesM.I.T. Alfred P. Sloan School of Management. Working papers, 388-69a, Working paper (Sloan School of Management) -- 388-69A.
The Physical Object
Pagination[1], 32, [4] leaves
Number of Pages32
ID Numbers
Open LibraryOL25399517M
OCLC/WorldCa14516466

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