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AN EXTENSION OF THE MARKOWITZ PORTFOLIO SELECTION MODEL TO INCLUDE VARIABLE TRANSACTIONS' COSTS, SHORT SALES, LEVERAGE POLICIES AND TAXES
Author(s) -
Pogue G. A.
Publication year - 1970
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1970.tb00865.x
Subject(s) - leverage (statistics) , portfolio , extension (predicate logic) , citation , computer science , operating leverage , variable (mathematics) , selection (genetic algorithm) , operations research , economics , finance , library science , artificial intelligence , profitability index , programming language , engineering , mathematical analysis , mathematics