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

Maria A. Osorio, Nalan Gülpinar, Berç Rustem (2008)

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DOI: 10.1007/S10479-007-0255-4

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/OsorioGR08
Maria A. Osorio, Nalan Gülpinar, Berç Rustem:
A general framework for multistage mean-variance post-tax optimization. Ann. Oper. Res. 157(1): 3-23 (2008)

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