A general framework for multistage mean-variance post-tax optimization.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/OsorioGR08
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2008
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A general framework for multistage mean-variance post-tax optimization.
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Post-tax optimization; Mean-variance portfolio management; Multistage stochastic mixed-integer quadratic programming; Scenario tree
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A general framework for multistage mean-variance post-tax optimization.
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