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Capital gains and asset switching

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Publication:674244
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DOI10.1016/0165-1765(94)00519-8zbMATH Open0900.90012OpenAlexW2011463251MaRDI QIDQ674244FDOQ674244

J. M. Hartwick

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00519-8



zbMATH Keywords

Asset switchingCapital gainsmeasurement of risk aversion


Mathematics Subject Classification ID


Cites Work

  • Title not available (Why is that?)
  • Investment and the Valuation of Firms When There is an Option to Shut Down
  • A simplified treatment of the theory of optimal regulation of Brownian motion
  • Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate


Cited In (1)

  • CAPITAL AND RESWITCHING


   Recommendations
  • One-Switch Utility Functions and a Measure of Risk πŸ‘ πŸ‘Ž
  • Optimal Portfolio in a Regime-switching Model πŸ‘ πŸ‘Ž
  • Asset Allocation with Regime-Switching: Discrete-Time Case πŸ‘ πŸ‘Ž
  • Minimum return guarantees with fund switching rights -- an optimal stopping problem πŸ‘ πŸ‘Ž
  • Risk-sensitive investment in a finite-factor model πŸ‘ πŸ‘Ž





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