Regulatory Influences On Portfolio Performance: Short Selling And Regulation T
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- Pogue, G A, 1970. "An Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions' Costs, Short Sales, Leverage Policies and Taxes," Journal of Finance, American Finance Association, vol. 25(5), pages 1005-1027, December.
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- Burgess, Richard C. & Johnson, Keith H., 1976. "The Effects of Sampling Fluctuations on the Required Inputs of Security Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(5), pages 847-854, December.
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