Osorio Maria A.

Maria A. Osorio

Information about the author Maria A. Osorio will soon be added to the site.
Found 2 papers in total
A general framework for multistage mean–variance post-tax optimization
A general framework for multistage mean–variance post-tax optimization
2008
An investor's decisions affect the way taxes are paid in a general portfolio...
Post-tax optimization with stochastic programming
Post-tax optimization with stochastic programming
2004
In this paper, we consider a stochastic programming approach to multistage post-tax...
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