Portfolio Tax Trading with Carryover Losses.
Paul EhlingMichael GallmeyerSanjay SrivastavaStathis TompaidisChunyu YangPublished in: Manag. Sci. (2018)
Keyphrases
- market data
- trading rules
- financial markets
- portfolio selection
- transaction costs
- electronic commerce
- trading systems
- real estate
- stock exchange
- investment strategies
- foreign exchange
- income tax
- portfolio optimization
- portfolio management
- stock data
- stock market
- sharpe ratio
- futures market
- currency exchange
- e learning
- agent mediated
- electronic markets
- multi objective
- long term
- expert systems