Title
Tax-Aware Dynamic Asset Allocation
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 Haugh116520.21
Garud Iyengar211919.38
Chun Wang341.10