A Note on Arbitrage and Stochastic Taxes

In a recent paper Loeffler/Schneider (2000) showed that introducing a tax on a financial market does not create an arbitrage opportunity...

Year of publication:	2002-03-01
Authors:	Löffler, Andreas ; Tang, Yanqiong
Publisher:	Universität <Hannover> / Wirtschaftswissenschaftliche Fakultät
Subject:	Finanzierung \| finance \| Steuer \| Arbitrage \| Ungewissheit \| Kapitalstruktur \| capital structure

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Extent:	219136 bytes 15 p. application/pdf
Series:	Universität Hannover - Wirtschaftswissenschaftliche Fakultät
Type of publication:	Book / Working Paper
Language:	English
Classification:	G12 - Asset Pricing ; H21 - Efficiency; Optimal Taxation ; Financial theory ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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