A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2006.09.105 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2074868714 / rank | |||
Normal rank |
Revision as of 22:48, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A mixed integer programming model for multistage mean-variance post-tax optimization |
scientific article |
Statements
A mixed integer programming model for multistage mean-variance post-tax optimization (English)
0 references
25 October 2007
0 references
Post-tax optimization
0 references
mean-variance portfolio management
0 references
multistage stochastic mixed integer quadratic programming
0 references