DeMiguel, Angel-Victor (contributor); … - 2003 - [Elektronische Ressource]
Portfolio Investment with the Exact Tax Basis
via Nonlinear Programming
∗
Angel-Victor DeMiguel
†
Raman Uppal
‡
July … days of its sale.
Portfolio investment with the exact tax basis 2
Garlappi, Naik, and Slive (2001) and Gallmeyer, Kaniel … (2001) analyze the
equilibrium implications of introducing redundant securities in such a setting.
Portfolio investment …