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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. 

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Research Library Personalized Multiple Account Portfolio Optimization...

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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