A model for tax advantages of portfolios with many assets

Journal of Banking and Finance

Volumn 31, Issue 11, 2007, Pages 3269-3290

  Birge, John R ^a   Yang, Song ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Portfolio optimization; Taxes

Indexed keywords

EID: 35448932705     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.04.005     Document Type: Article

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