A general framework for multistage mean-variance post-tax optimization

Maria A. Osorio, Nalan Gülpinar, Berç Rustem. A general framework for multistage mean-variance post-tax optimization. Annals OR, 157(1):3-23, 2008. [doi]

Authors

Maria A. Osorio

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Nalan Gülpinar

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Berç Rustem

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