Portfolio selection with capital gains tax, recursive utility, and regime switching
Year of publication: |
May 2018
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Authors: | Cai, Jiatu ; Chen, Xinfu ; Dai, Min |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 5, p. 2308-2324
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Subject: | portfolio selection | capital gains tax | recursive utility | regime switching | Theorie | Theory | Portfolio-Management | Portfolio selection | Wertzuwachssteuer | Capital gains tax | Kapitalertragsteuer | Capital income tax |
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