《《Portfolio Investment with the Exact Tax Basis via Nonlinear Programming》.pdf

Portfolio Investment with the Exact Tax Basis via Nonlinear Programming Author(s): Victor DeMiguel and Raman Uppal Source: Management Science, Vol. 51, No. 2 (Feb., 2005), pp. 277-290 Published by: INFORMS Stable URL: /stable. Accessed: 28/12/2010 04:16 Your use of the JSTOR archive indicates your acceptance of JSTORs Terms and Conditions of Use, available at . /page/info/about/policies/terms.jsp. JSTORs Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at . /action/showPublisher?publisherCode=informs. . Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@. INFORMS is collaborating with JSTOR to digitize, preserve and extend access to Management Science. M3H. MANAGEMENTSCIENCE Vol. 51, No. 2, February 2005, pp. 277-290 DOI io.l287/mnsc.l040.0315 ISSN eissn 0025-19091 1526-55011051510210277 ? 2005 INFORMS Portfolio Investment with the Exact Tax Basis via Nonlinear