Asset pricing under progressive taxes and existence of general equilibrium

DOI10.1007/S10898-004-1322-XzbMATH Open1137.91450OpenAlexW2040914581MaRDI QIDQ813344FDOQ813344

Authors: Hui Huang 

Publication date: 8 February 2006

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-004-1322-x

Recommendations

• Taxation and Transaction Costs in a General Equilibrium Asset Economy
• General equilibrium in asset markets with or without short-selling
• Observable restrictions of general equilibrium models with financial markets.
• Nonlinear taxation, tax-arbitrage and equilibrium asset prices
• Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates¹

zbMATH Keywords

General equilibriumArbitrage-free asset pricing theoremsProgressive anonymous tax system

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)

Cites Work

• Martingales and arbitrage in multiperiod securities markets
• Martingales and arbitage in securities markets with transaction costs
• ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
• The Harrison-Pliska arbitrage pricing theorem under transaction costs
• Arbitrage and equilibrium in economies with infinitely many commodities
• The fundamental theorem of asset pricing with cone constraints
• Equilibrium in economies with incomplete financial markets
• Stochastic equilibria with incomplete financial markets
• Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs
• The valuation problem in arbitrage price theory
• Financial innovation and arbitrage pricing in frictional economies
• Nonlinear taxation, tax-arbitrage and equilibrium asset prices
• Special issue: Arbitrage and control problems in finance
• \(T\)-period economies with incomplete markets
• Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates¹
• Arbitrage and viability in securities markets with fixed trading costs

Cited In (5)

• Capital gains taxation and the lock-in effect: A probabilistic framework
• Capital Market Equilibrium with Differential Taxation *
• Taxation and Transaction Costs in a General Equilibrium Asset Economy
• Dynamic firm and investor behaviour under progressive personal taxation
• Nonlinear taxation, tax-arbitrage and equilibrium asset prices

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