A general framework for multistage mean-variance post-tax optimization (Q940838): Difference between revisions

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Latest revision as of 16:03, 28 June 2024

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A general framework for multistage mean-variance post-tax optimization
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    A general framework for multistage mean-variance post-tax optimization (English)
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    3 September 2008
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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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    scenario tree
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