Pages that link to "Item:Q1297916"
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The following pages link to Optimal trading of a security when there are taxes and transaction costs (Q1297916):
Displayed 9 items.
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Valuation before and after tax in the discrete time, finite state no arbitrage model (Q666290) (← links)
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- Optimal investment with deferred capital gains taxes (Q2379189) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
- MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS (Q3523602) (← links)
- Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)