Optimal Asset Allocation for Passive Investing with Capital Loss Harvesting

DOI10.1080/1350486X.2010.513499zbMath1239.91154MaRDI QIDQ2889588

Thomas G. Wong, Daniel N. Ostrov

Publication date: 8 June 2012

Published in: Applied Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

portfolio optimizationexpected utilitytaxescapital lossespassive investing

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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