Tax-aware portfolio construction via convex optimization (Q2031994)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tax-aware portfolio construction via convex optimization |
scientific article |
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Tax-aware portfolio construction via convex optimization (English)
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15 June 2021
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portfolio optimization
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convex optimization
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convex relaxations
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Shapley-Folkman lemma
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tax-aware portfolio management
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