A general framework for multistage mean-variance post-tax optimization (Q940838)
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scientific article; zbMATH DE number 5320585
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general framework for multistage mean-variance post-tax optimization |
scientific article; zbMATH DE number 5320585 |
Statements
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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0.8727205991744995
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0.8282400965690613
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0.806260883808136
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0.7135212421417236
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0.7125181555747986
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