Books by G. A. Pogue
Extension of the Markowitz Por
Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions' Costs, Short Sales, Leverage Policies and Taxes
The impact of international diversification
The market model applied to European common stocks
A linear programming model for short term financial planning under uncertainty
An inter-temporal model for investment management
An extension of the Markowitz portfolio selection model to include variable transactions' costs, short sales, leverage policies and taxes