Tax-aware portfolio construction via convex optimization (Q2031994): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q374608 |
||
Property / author | |||
Property / author: Stephen P. Boyd / rank | |||
Revision as of 22:24, 13 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tax-aware portfolio construction via convex optimization |
scientific article |
Statements
Tax-aware portfolio construction via convex optimization (English)
0 references
15 June 2021
0 references
portfolio optimization
0 references
convex optimization
0 references
convex relaxations
0 references
Shapley-Folkman lemma
0 references
tax-aware portfolio management
0 references