Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
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Publication:3115449
DOI10.1287/mnsc.1040.0315zbMath1232.90333OpenAlexW2116201434MaRDI QIDQ3115449
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/35dda1caccd47e33a0db1074643b23ab9b92a8a9
Nonlinear programming (90C30) Financial applications of other theories (91G80) Portfolio theory (91G10)
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