A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed integer programming model for multistage mean-variance post-tax optimization |
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A mixed integer programming model for multistage mean-variance post-tax optimization (English)
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25 October 2007
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Post-tax optimization
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mean-variance portfolio management
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multistage stochastic mixed integer quadratic programming
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