Tax-aware portfolio construction via convex optimization. Moehle, N., Kochenderfer, M. J., Boyd, S., & Ang, A. Journal of Optimization Theory and Applications, 189:364–383, 2021. ![Tax-aware portfolio construction via convex optimization [link]](https://bibbase.org/img/filetypes/link.svg "link")
Paper doi bibtex @Article{Moehle2021,
author = {Nicholas Moehle and Mykel J. Kochenderfer and Stephen Boyd and Andrew Ang},
journal = {Journal of Optimization Theory and Applications},
title = {Tax-aware portfolio construction via convex optimization},
year = {2021},
pages = {364--383},
volume = {189},
doi = {10.1007/s10957-021-01823-0},
url = {https://arxiv.org/abs/2008.04985},
}
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