Portfolio Theory, Asset Demand and Taxation: Comparative Statics with Many Assets

DOI10.2307/2297074zbMATH Open0359.90027OpenAlexW2072903836MaRDI QIDQ4131983FDOQ4131983

Agnar Sandmo

Publication date: 1977

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297074

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60)

Cited In (6)

• Portfolio selection and duality under mean variance preferences
• Income taxation, wealth effects, and uncertainty: portfolio adjustments with isoelastic utility and discrete probability
• Differential taxation and the encouragement of risk-taking
• On the effects of differentiated income taxation on portfolio selection
• The impact of changes in relative weights on the optimal solution of a maximization problem
• The demand for risky assets: Sample selection and household portfolios

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