๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

New evidence on taxes and portfolio choice

โœ Scribed by Sule Alan; Kadir Atalay; Thomas F. Crossley; Sung-Hee Jeon


Book ID
113751765
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
231 KB
Volume
94
Category
Article
ISSN
0047-2727

No coin nor oath required. For personal study only.


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The paper studies the design of optimal (bond) portfolios taking into account various possible utility functions of an investor. The most prominent model for portfolio optimization was introduced by Markowitz. A real solution in this model can be achieved by quadratic programming routines for meanva