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Regulatory Influences On Portfolio Performance: Short Selling And Regulation T

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  • Richard C. Burgess
  • Maurry J. Tamarkin

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  • Richard C. Burgess & Maurry J. Tamarkin, 1982. "Regulatory Influences On Portfolio Performance: Short Selling And Regulation T," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(1), pages 39-54, March.
    • Handle: RePEc:bla:jfnres:v:5:y:1982:i:1:p:39-54
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1982.tb00624.x
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    References listed on IDEAS

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. Johnson, Keith H. & Burgess, Richard C., 1975. "The Effects of Sample Sizes on the Accuracy of EV and SSD Efficiency Criteria," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 813-820, December.
    3. 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.
    4. 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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