Tax-aware portfolio construction via convex optimization (Q2031994): Difference between revisions

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+Capital Market Equilibrium with Personal Tax
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+Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
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+CVXPY: A Python-Embedded Modeling Language for Convex Optimization
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+A general system for heuristic minimization of convex functions over non-convex sets
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+Conic optimization via operator splitting and homogeneous self-dual embedding
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+Quasi-Equilibria in Markets with Non-Convex Preferences
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+OSQP: An Operator Splitting Solver for Quadratic Programs
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+Bounding duality gap for separable problems with linear constraints
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