Non-linear Activated Beetle Antennae Search: A novel technique for non-convex tax-aware portfolio optimization problem

Author:

Khan Ameer TamoorORCID,Cao Xinwei,Brajevic IvonaORCID,Stanimirovic Predrag S.ORCID,Katsikis Vasilios N.ORCID,Li Shuai

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference46 articles.

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2. Andersen, E. D., Dahl, J., & Friberg, H. A. (2011). Markowitz portfolio optimization using mosek: Technical report, MOSEK technical report: TR-2009-2.

3. Budget-neutral labour tax wedge reductions: A simulation-based analysis for the euro area;Attinasi;International Journal of Central Banking,2019

4. Fuzzy portfolio selection with non-financial goals: Exploring the efficient frontier;Calvo;Annals of Operations Research,2016

5. Is tax-loss harvesting worth it? Greater after-tax returns through active selection;Chance;Journal of Financial Planning,2003

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