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A note on the effects of taxes on optimal investment
Buescu, Cristin; Cadenillas, Abel; Pliska, Stanley R. - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
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Tax basis and nonlinearity in cash stream valuation
Dermody, Jaime C. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 97-119
Persistent link: https://www.econbiz.de/10001185059
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Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
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Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
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An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad; Kale, Satyen - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 288-310
Persistent link: https://www.econbiz.de/10011350635
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Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren; Wan, Xiangwei - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
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Optioned portfolio selection : models and analysis
Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên; Tankov, Peter - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
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Liquidation of a large block of stock with regime switching
Pemy, Moustapha; Zhang, Qing; Yin, George - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
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Portfolio optimization with downside constraints
Lakner, Peter; Nygren, Lan Ma - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10003325855