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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2006.09.105 / rank
 
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Latest revision as of 10:55, 27 June 2024

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A mixed integer programming model for multistage mean-variance post-tax optimization
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    A mixed integer programming model for multistage mean-variance post-tax optimization (English)
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    25 October 2007
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    Post-tax optimization
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    mean-variance portfolio management
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    multistage stochastic mixed integer quadratic programming
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