Concepedia

Multi-period Tax Optimization

Multi-Period Tax Optimization is a computational framework in portfolio management that systematically determines the optimal timing and magnitude of tax-loss harvesting decisions across multiple time periods to maximize after-tax wealth, distinguished by its dynamic consideration of future tax and return uncertainties.

8

Publications

185

Citations

26

Authors

21

Institutions

Publications per year

2017–2026

2

Parents

Publications

8

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

Ameer Tamoor Khan, Xinwei Cao, Ivona Brajević et al. · Expert Systems with Applications · 2022 · 33 citations

, , +16

Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax

Min Dai, Hong Liu, Chen Yang et al. · Review of Financial Studies · 2015 · 31 citations

, , +11

Optimal tax-timing and asset allocation when tax rebates on capital losses are limited

Marcel Marekwica · Journal of Banking & Finance · 2012 · 31 citations

, , +13

Optimizing joint technology selection, production planning and pricing decisions under emission tax: A Stackelberg game model and nested genetic algorithm

Shuang Ma, Linda L. Zhang, Xiaotian Cai · Expert Systems with Applications · 2023 · 29 citations

, , +17

Optimization of Tax Switching for Commercial Banks: Comment

Sang M. Lee, A. J. Lerro, Bruce R. McGinnis · Journal of money credit and banking · 1971 · 19 citations

, , +11

1–5 of 8

Authors

26

  1. HL
    Hong Liu

    Washington University in St. Louis, United States

    1 publications · 31 citations

    1

    h-index

  2. PT
    Péter Tóth

    Technical University of Košice, Slovakia

    1 publications · 11 citations

    1

    h-index

  3. IB
    Ivona Brajević

    University of Nis, Serbia

    1 publications · 33 citations

    1

    h-index

  4. YZ
    Yifei Zhong

    University of Oxford, United Kingdom

    1 publications · 31 citations

    1

    h-index

  5. VN
    Vasilios N. Katsikis

    National and Kapodistrian University of Athens, Greece

    1 publications · 33 citations

    1

    h-index

1–5 of 26

Institutions

21

  1. Centre de Recherche en Économie et Statistique

    Palaiseau, France

    1 h-index

    3 publications

    54 citations

  2. Université Paris Dauphine-PSL

    Paris, France

    1 h-index

    1 publications

    18 citations

  3. University of Science and Technology Beijing

    Beijing, China

    1 h-index

    1 publications

    29 citations

  4. University of Nis

    Niš, Serbia

    1 h-index

    1 publications

    33 citations

  5. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    1 h-index

    1 publications

    33 citations

  6. Copenhagen Business School

    Copenhagen, Denmark

    1 h-index

    1 publications

    31 citations

  7. University of Oxford

    Oxford, United Kingdom

    1 h-index

    1 publications

    31 citations

  8. The University of Sydney

    Sydney, Australia

    1 h-index

    1 publications

    13 citations

1–8 of 21

Venues

  1. Expert Systems with Applications

    2 publications · 62 citations

    2

    h-index

  2. Review of Financial Studies

    1 publications · 31 citations

    1

    h-index

  3. Journal of Public Economics

    1 publications · 13 citations

    1

    h-index

  4. Journal of Banking & Finance

    1 publications · 31 citations

    1

    h-index

  5. Telecommunication Systems

    1 publications · 11 citations

    1

    h-index

1–5