Martin Haugh, Garud Iyengar, Chun Wang. Tax-Aware Dynamic Asset Allocation. Operations Research, 64(4):849-866, 2016. [doi]
@article{HaughIW16,
title = {Tax-Aware Dynamic Asset Allocation},
author = {Martin Haugh and Garud Iyengar and Chun Wang},
year = {2016},
doi = {10.1287/opre.2016.1517},
url = {http://dx.doi.org/10.1287/opre.2016.1517},
researchr = {https://researchr.org/publication/HaughIW16},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {64},
number = {4},
pages = {849-866},
}