Title of article
A mixed integer programming model for multistage mean–variance post-tax optimization
Author/Authors
Maria A. Osorio، نويسنده , , Nalan Gulpinar، نويسنده , , Berc Rustem، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
30
From page
451
To page
480
Keywords
Multistage stochastic mixed integer quadratic programming , Post-tax optimization , Mean–variance portfolio management
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217325
Link To Document