Personalized Multiple Account Portfolio Optimization
Personalized Multiple Account Portfolio Optimization
“Personalized Multiple Account Portfolio Optimization” explores the first portfolio construction methodology that simultaneously optimizes across an investor's numerous different accounts with different tax treatments in a single optimization.
You'll learn about:
You'll learn about:
- Mean-variance optimization
Alpha-tracking error optimization
Asset location
Tax loss harvesting
Incorporating nonpecuniary preferences into portfolio management
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