A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612): Difference between revisions

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Latest revision as of 11:55, 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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