Tax-Aware Portfolio Construction via Convex Optimization
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Cited by:
- Nicholas Moehle & Jack Gindi & Stephen Boyd & Mykel Kochenderfer, 2021. "Portfolio Construction as Linearly Constrained Separable Optimization," Papers 2103.05455, arXiv.org, revised Jul 2022.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2020-08-17 (Computational Economics)
- NEP-RMG-2020-08-17 (Risk Management)
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