Asset pricing under progressive taxes and existence of general equilibrium

DOI10.1007/S10898-004-1322-XMaRDI QIDQ813344zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

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

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

This page was built for publication: Asset pricing under progressive taxes and existence of general equilibrium

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q813344)