Optimal investment with deferred capital gains taxes (Q2379189): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00186-009-0291-8
+Normal rank
@@ Property / OpenAlex ID @@
+W1562774416
@@ Property / OpenAlex ID: W1562774416 / rank @@
+Normal rank
@@ Property / cites work @@
+Dual formulation of the utility maximization problem: the case of nonsmooth utility.
+Normal rank
@@ Property / cites work @@
+Optimal trading of a security when there are taxes and transaction costs
+Normal rank
@@ Property / cites work @@
+The Representation of Functionals of Brownian Motion by Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+Capital Market Equilibrium with Personal Tax
@@ Property / cites work: Capital Market Equilibrium with Personal Tax / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+A variational problem arising in financial economics
+Normal rank
@@ Property / cites work @@
+Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Optimal portfolio strategies benchmarking the stock market
+Normal rank
@@ Property / cites work @@
+Optimal investment with taxes: an optimal control problem with endogeneous delay
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
+Normal rank
@@ Property / cites work @@
+Optimal portfolios with a positive lower bound on final wealth
+Normal rank
@@ Property / cites work @@
+Q4522707
@@ Property / cites work: Q4522707 / rank @@
+Normal rank
@@ Property / cites work @@
+PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
@@ Property / cites work: PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
+Normal rank
@@ Property / cites work @@
+First order versus second order risk aversion
@@ Property / cites work: First order versus second order risk aversion / rank @@
+Normal rank
@@ Property / cites work @@
+The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes
+Normal rank
@@ Property / cites work @@
+Constrained nonsmooth utility maximization on the positive real line
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2379189