Portfolio investment with the exact tax basis via nonlinear programming

Management Science

Volumn 51, Issue 2, 2005, Pages 277-290

  DeMiguel, Victor ^a   Uppal, Raman ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

Capital gains tax; Nonlinear programming; Optimization; Portfolio choice

Indexed keywords

ALGORITHMS; INDUSTRIAL MANAGEMENT; INVENTORY CONTROL; NONLINEAR PROGRAMMING; OPTIMIZATION; TAXATION; WAGES;

CAPITAL GAINS TAX; PORTFOLIO CHOICE; TRANSACTION COSTS; WASH-SALE CONSTRAINTS;

INVESTMENTS;

EID: 14944342668     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.1040.0315     Document Type: Article

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