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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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Optimal Trading of a Security When There are Taxes and Transaction Costs
Cadenillas, Abel - 1999
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/10012789861
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A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT
Buescu, Cristin; Cadenillas, Abel; Pliska, Stanley R. - In: Mathematical Finance 17 (2007) 4, pp. 477-485
Persistent link: https://www.econbiz.de/10005023772
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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. 137-166
Persistent link: https://www.econbiz.de/10008218079
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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
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Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel - In: Mathematical methods of operations research 51 (2000) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
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Optimization of multitype branching processes
Pliska, Stanley R. - In: Management science : journal of the Institute for … 23 (1976) 2, pp. 117-124
Persistent link: https://www.econbiz.de/10003651672
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The ʺPolish-American armyʺ 1917-1921
Pliska, Stanley R. - In: The Polish review : a quarterly publ. by the Polish … 10 (1965) 3, pp. 46-59
Persistent link: https://www.econbiz.de/10002656716
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Supply of storage theory and commodity equilibrium prices with stochastic production
Pliska, Stanley R. - In: American journal of agricultural economics 55 (1973) 4,1, pp. 653-658
Persistent link: https://www.econbiz.de/10002656721
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Introduction to mathematical finance : discrete time models
Pliska, Stanley R. - 1999 - Reprint.
Persistent link: https://www.econbiz.de/10004333628