AN EXTENSION OF THE MARKOWITZ PORTFOLIO SELECTION MODEL TO INCLUDE VARIABLE TRANSACTIONS' COSTS, SHORT SALES, LEVERAGE POLICIES AND TAXES-Reference-Cited by-同舟云学术

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AN EXTENSION OF THE MARKOWITZ PORTFOLIO SELECTION MODEL TO INCLUDE VARIABLE TRANSACTIONS' COSTS, SHORT SALES, LEVERAGE POLICIES AND TAXES

Published:1970-12 Issue:5 Volume:25 Page:1005-1027
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Pogue G. A.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference7 articles.

1. Board of Governors of Federal Reserve System Margin Account Credit Federal Reserve Bulletin June, 1968 470 481

2. Portfolio Selection;Harry;The Journal of Finance,March, 1952

3. A Linear Programming Algorithm for Mutual Fund Portfolio Selection;William;Management Science,March, 1967

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