Post-tax optimization with stochastic programming
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Publication:1877032
DOI10.1016/S0377-2217(03)00240-6zbMath1106.90362MaRDI QIDQ1877032
Reuben Settergren, Maria A. Osorio, Berc Rustem, Nalân Gülpinar
Publication date: 16 August 2004
Published in: European Journal of Operational Research (Search for Journal in Brave)
Integer programmingLinear programmingFinanceStochastic programmingPortfolio managementScenariosPost-tax optimization
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Related Items (2)
A mixed integer programming model for multistage mean-variance post-tax optimization ⋮ A general framework for multistage mean-variance post-tax optimization
Uses Software
Cites Work
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