Tax-Aware Dynamic Asset Allocation (Q2830762)

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Tax-Aware Dynamic Asset Allocation
scientific article

    Statements

    title
    Tax-Aware Dynamic Asset Allocation (English)
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    author
    Martin B. Haugh
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    Garud Iyengar
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    Chun Wang
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    publication date
    31 October 2016
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    zbMATH Keywords
    dynamic asset allocation
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    taxes
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    suboptimal control
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    duality
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    information relaxations
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C15
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    90C90
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    zbMATH DE Number
    6645905
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