The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes
DOI10.1137/050646044zbMATH Open1147.91023DBLPjournals/siamco/TaharST07OpenAlexW2043267451WikidataQ57635938 ScholiaQ57635938MaRDI QIDQ3525937FDOQ3525937
Authors: Imen Bentahar, Nizar Touzi, H. Mete Soner 
Publication date: 23 September 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050646044
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Cited In (6)
- Optimal investment strategies with a reallocation constraint
- Penalty method for portfolio selection with capital gains tax
- Maximum principle for stochastic control of SDEs with measurable drifts
- How local in time is the no-arbitrage property under capital gains taxes?
- Investors' preference for a positive tax rate depends on the level of the interest rate
- Optimal investment with deferred capital gains taxes
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