Penalty method for portfolio selection with capital gains tax
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Publication:6054372
DOI10.1111/mafi.12309zbMath1522.91209OpenAlexW3155416378MaRDI QIDQ6054372
Min Dai, Unnamed Author, Xinfu Chen, Baojun Bian
Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12309
Macroeconomic theory (monetary models, models of taxation) (91B64) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Portfolio theory (91G10)
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