Personalized Multiple Account Portfolio Optimization
TM Idzorek - Financial Analysts Journal, 2023 - Taylor & Francis
I develop a multi-account alpha-tracking error framework that simultaneously optimizes
across an investor's multiple accounts with different tax treatments, existing holdings, tax …
across an investor's multiple accounts with different tax treatments, existing holdings, tax …
Asset Allocation with Non-pecuniary ESG Preferences: Efficiently Blending Value with Values
DM Grim, G Renzi-Ricci, A Madamba - Forthcoming in the Journal …, 2022 - papers.ssrn.com
The explosion of interest in ESG investing has yielded a number of quantitative frameworks
that seek to incorporate non-pecuniary ESG preferences into conventional multi-asset …
that seek to incorporate non-pecuniary ESG preferences into conventional multi-asset …