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most citedEvaluating the Readability of Force Directed Graph Layouts: A Deep Learning Approach

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math.OC2020★ 3 cited

Tax-Aware Portfolio Construction via Convex Optimization

Nicholas Moehle, Mykel J. Kochenderfer, Stephen Boyd +1

We describe an optimization-based tax-aware portfolio construction method that adds tax liability to standard Markowitz-based portfolio construction. Our method produces a trade li…