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Optimal risk-sharing with effort and project choice

Cadenillas, Abel; Cvitanić, Jakša; Zapatero, Fernando - In: Journal of economic theory 133 (2007) 1, pp. 403-440

Persistent link: https://www.econbiz.de/10003445723

Investors' preference for a positive tax rate depends on the level of the interest rate

Buescu, Cristin; Cadenillas, Abel - In: Mathematics and financial economics 1 (2007) 2, pp. 163-180

Persistent link: https://www.econbiz.de/10003591562

Government debt control : optimal currency portfolio and payments

Huamán-Aguilar, Ricardo; Cadenillas, Abel - In: Operations research 63 (2015) 5, pp. 1044-1057

Persistent link: https://www.econbiz.de/10011397799

Optimal investment and risk control policies for an insurer : expected utility maximization

Zou, Bin; Cadenillas, Abel - In: Insurance / Mathematics & economics 58 (2014), pp. 57-67

Persistent link: https://www.econbiz.de/10010437631

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

Optimal trading of a security when there are taxes and transaction costs

Cadenillas, Abel; Pliska, Stanley R. - In: Finance and stochastics 3 (1999) 2, pp. 137-165

Persistent link: https://www.econbiz.de/10001367012

Optimal trading of a security when there are taxes and transaction costs

Cadenillas, Abel; Pliska, Stanley R. - In: Finance and Stochastics 3 (1999) 2, pp. 137-165

We study the problem of investing in securities in order to maximize the after-tax rate of return. We consider a single stock modeled as geometric Brownian motion along with the objective of maximizing the long-run growth rate of after-tax wealth. We show that it is optimal not only to cut short...

Persistent link: https://www.econbiz.de/10005390671