For what trading strategies is the tax payment stream of infinite variation? (Q2974046)
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| Language | Label | Description | Also known as |
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| English | For what trading strategies is the tax payment stream of infinite variation? |
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For what trading strategies is the tax payment stream of infinite variation? (English)
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6 April 2017
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capital gains taxes
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CPPI with taxes
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wash sales
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total variation
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pathwise suprema of killed Brownian motions
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