مرکز منطقه ای اطلاع رساني علوم و فناوري - A mixed integer programming model for multistage mean

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 :

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 :