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Tax reforms and asset markets
Agell, Jonas - 1985
Persistent link: https://www.econbiz.de/10013452169
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Deflating the Sharpe Ratio
Lopez de Prado, Marcos - 2015
The Deflated Sharpe Ratio (DSR) corrects for two leading sources of performance inflation:* Non-Normally distributed …
Persistent link: https://www.econbiz.de/10013033216
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A general equilibrium model of housing, taxes, and portfolio choice
Berkovec, James A.; Fullerton, Don - 1990
Persistent link: https://www.econbiz.de/10000803999
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Optimale Besteuerung riskanter Einkünfte : das Konzept der 'Triple Income Tax'
Schindler, Dirk - 2006
Persistent link: https://www.econbiz.de/10003285306
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On the effects of differentiated income taxation on portfolio selection
Koskela, Erkki - 1984
Persistent link: https://www.econbiz.de/10003808680
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Embedded tax liabilities and portfolio choice
Turvey, Phillip A.; Basu, Anup K.; Verhoeven, Peter - In: The journal of portfolio management : a publication of … 39 (2013) 3, pp. 93-101
Persistent link: https://www.econbiz.de/10009750754
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Risk-taking-neutral background risk
Franke, Günter; Schlesinger, Harris; Stapleton, Richard C. - 2013
We define a class of risk-taking-neutral (RTN) background risks. These background risks have the property that they will not alter decisions made with respect to another risk, for individuals with HARA utility. If we wish to compare a decision made with and without some exogenous background...
Persistent link: https://www.econbiz.de/10009690709
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Income taxation, wealth effects, and uncertainty : portfolio adjustments with isoelastic utility and discrete probability
Sims, Theodore S. - In: Economics letters 135 (2015), pp. 52-54
Persistent link: https://www.econbiz.de/10011434864
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Analyse eines zinsbereinigten Systems der Kapitaleinkommensbesteuerung unter besonderer Berücksichtigung von Risiko
Thalmeier, Bernd (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001711442
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Taxation. risk-taking and growth : a continuous-time stochastic general equilibrium analysis with labor-leisure choice
Kenç, Turalay - In: Journal of economic dynamics & control 28 (2004) 8, pp. 1511-1539
Persistent link: https://www.econbiz.de/10001966154