How local in time is the no-arbitrage property under capital gains taxes?

DOI10.1007/s11579-018-0230-7zbMath1417.91571arXiv1802.06386OpenAlexW2963010569WikidataQ129103365 ScholiaQ129103365MaRDI QIDQ2312396

Christoph Kühn

Publication date: 8 July 2019

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.06386

zbMATH Keywords

arbitrageproportional transaction costscapital gains taxesdeferment of taxes

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial science and mathematical finance (91G99)

Related Items (1)

Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs

Cites Work

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