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]
@article{OsorioGR08:0,
title = {A general framework for multistage mean-variance post-tax optimization},
author = {Maria A. Osorio and Nalan Gülpinar and Berç Rustem},
year = {2008},
doi = {10.1007/s10479-007-0255-4},
url = {http://dx.doi.org/10.1007/s10479-007-0255-4},
tags = {optimization},
researchr = {https://researchr.org/publication/OsorioGR08%3A0},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {157},
number = {1},
pages = {3-23},
}