Post-tax optimization with stochastic programming
type: Item
instance of: scholarly article
title: Post-tax optimization with stochastic programming
zbMATH Open document ID: 1106.90362
DOI: 10.1016/S0377-2217(03)00240-6
author: Reuben Settergren
author: Maria A. Osorio
author: Nalân Gülpinar
author: Berç Rustem
published in: European Journal of Operational Research
publication date: 2004-08-16T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2091295
zbMATH Keywords: Finance
zbMATH Keywords: Post-tax optimization
zbMATH Keywords: Portfolio management
zbMATH Keywords: Stochastic programming
zbMATH Keywords: Integer programming
zbMATH Keywords: Linear programming
zbMATH Keywords: Scenarios
describes a project that uses: BPMPD
describes a project that uses: CPLEX
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2091295