MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS

DOI10.1142/S0219024901001176MaRDI QIDQ3523602zbMATH OpenFDO

Authors Austin Murphy

Publication date 3 September 2008

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219024901001176

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Recommendations

• Capital Market Equilibrium with Differential Taxation *
• Stochastic taxation and asset pricing in dynamic general equilibrium
• Tax liens: a novel application of asset pricing theory
• The Dynamic Effects of Tax Law Asymmetries
• Interest deductibility under default risk and the unfavorable tax treatment of investment costs: a simple explanation

Cites work

• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Capital Market Equilibrium with Personal Tax
• Optimal trading of a security when there are taxes and transaction costs
• The pricing of options and corporate liabilities

Cited in

(1)

• Tax liens: a novel application of asset pricing theory

This page was built for publication: MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3523602)