Optimally Timing the Sale of Stock When the Tax Man is Breathing Down Your Neck

DOI10.1214/AOMS/1177697103MaRDI QIDQ5646262zbMATH OpenOpenAlexFDO

Authors Arthur Albert

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177697103

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cited in

(1)

• Rank-based selection strategies for the random walk process

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