AN EXTENSION OF THE MARKOWITZ PORTFOLIO SELECTION MODEL TO INCLUDE VARIABLE TRANSACTIONS' COSTS, SHORT SALES, LEVERAGE POLICIES AND TAXESGERALD A. POGUE1970-12-01articleThe Journal of Finance154 citationsbronzeNo readable copy stored yet — this record is metadata only.Risk and Portfolio OptimizationFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractBased on the earlier paper, Portfolio selection, in the Journal of finance.Citations in this libraryStored only when both papers are in the corpus — 154 citations exist upstream.References1958Liquidity Preference as Behavior Towards Risk1967A Linear Programming Algorithm for Mutual Fund Portfolio SelectionCited by1973A Linear Programming Formulation of the General Portfolio Selection Problem2017Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature2005Portfolio management with heuristic optimization2006Neural network-based mean–variance–skewness model for portfolio selection2012Portfolio rebalancing with an investment horizon and transaction costs1982Short Term Financial Planning under Uncertainty1980A New and Efficient Algorithm for a Class of Portfolio Selection Problems