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Book preview: An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes by G. A. (Gerald A.) Pogue




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Author: G. A. (Gerald A.) Pogue
Title: An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes
Publisher: [Cambridge, M.I.T.]
Subject (keywords, tags): Portfolio management -- Mathematical models

Description:

Includes bibliographical notes


Contributor: MIT Libraries
Format: txt
Size: 15 kb

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