A general framework for multistage mean-variance post-tax optimization (Q940838)
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scientific article; zbMATH DE number 5320585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework for multistage mean-variance post-tax optimization |
scientific article; zbMATH DE number 5320585 |
Statements
A general framework for multistage mean-variance post-tax optimization (English)
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3 September 2008
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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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scenario tree
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