Year | DOI | Venue |
---|---|---|
2016 | 10.2139/ssrn.2374966 | Operations Research |
Keywords | Field | DocType |
taxes,duality | Dynamic asset allocation,Mathematical economics,Mathematical optimization,Heuristic,Economics,Stylized fact,Bellman equation,Duality (optimization),Basis point,Cost basis | Journal |
Volume | Issue | Citations |
64 | 4 | 1 |
PageRank | References | Authors |
0.37 | 0 | 3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Martin Haugh | 1 | 165 | 20.21 |
Garud Iyengar | 2 | 119 | 19.38 |
Chun Wang | 3 | 4 | 1.10 |