Asset allocation over the life cycle: how much do taxes matter?

DOI10.1016/j.jedc.2013.05.012zbMath1402.91692OpenAlexW3124751084MaRDI QIDQ1994153

Marcel Fischer, Holger Kraft, Claus Munk

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.05.012

zbMATH Keywords

portfolio choicetaxationlife cycle asset allocationunspanned labor income

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Optimal Housing, Consumption, and Investment Decisions over the Life Cycle
• Consumption Over the Life Cycle
• The relaxed investor and parameter uncertainty