Optimal trading of a security when there are taxes and transaction costs
Year of publication: |
1999
|
---|---|
Authors: | Cadenillas, Abel ; Pliska, Stanley R. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 3.1999, 2, p. 137-165
|
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Steuerwirkung | Tax effects | Theorie | Theory |
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