How local in time is the no-arbitrage property under capital gains taxes? (Q2312396): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: Wikidata QID (P12): Q129103365, #quickstatements; #temporary_batch_1724888006188
 
(3 intermediate revisions by 3 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2963010569 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1802.06386 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Capital Market Equilibrium with Personal Tax / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage in stochastic securities market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and the tax code / rank
 
Normal rank
Property / cites work
 
Property / cites work: On low dimensional case in the fundamental asset pricing theorem with transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4274285 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation before and after tax in the discrete time, finite state no arbitrage model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment with taxes: an optimal control problem with endogeneous delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment with taxes: An existence result / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markets with transaction costs. Mathematical theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dalang-Morton-Willinger theorem under cone constraints. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fundamental theorem of asset pricing with cone constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q129103365 / rank
 
Normal rank

Latest revision as of 01:41, 29 August 2024

scientific article
Language Label Description Also known as
English
How local in time is the no-arbitrage property under capital gains taxes?
scientific article

    Statements

    How local in time is the no-arbitrage property under capital gains taxes? (English)
    0 references
    0 references
    8 July 2019
    0 references
    0 references
    arbitrage
    0 references
    capital gains taxes
    0 references
    deferment of taxes
    0 references
    proportional transaction costs
    0 references
    0 references
    0 references
    0 references