"Tax-Aware Portfolio Construction via Convex Optimization."

Nicholas Moehle et al. (2021)

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DOI: 10.1007/S10957-021-01823-0

access: closed

type: Journal Article

metadata version: 2023-09-30

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Nicholas Moehle, Mykel J. Kochenderfer, Stephen P. Boyd, Andrew Ang:
Tax-Aware Portfolio Construction via Convex Optimization. J. Optim. Theory Appl. 189(2): 364-383 (2021)

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