AN EXTENSION OF THE MARKOWITZ PORTFOLIO SELECTION MODEL TO INCLUDE VARIABLE TRANSACTIONS' COSTS, SHORT SALES, LEVERAGE POLICIES AND TAXES
- Abstract
- Full Text PDF
- Author(s): G. A. Pogue
- Published: Apr 30, 2012
- Pages: 1005-1027
- DOI: 10.1111/j.1540-6261.1970.tb00865.x