Tax impact on multi-stage mean-variance portfolio allocation

International Transactions in Operational Research

Volumn 11, Issue 5, 2004, Pages 535-554

  Osorio, M A ^a   Gulpinar N ^a   Rustem, B ^a   Settergren, R ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Finance; Quadratic programming; Risk management; Scenarios; Stochastic programming

Indexed keywords

EID: 34548829497     PISSN: 09696016     EISSN: 14753995     Source Type: Journal    
DOI: 10.1111/j.1475-3995.2004.00475.x     Document Type: Article

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