Pages that link to "Item:Q3563697"
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The following pages link to Merton Problem with Taxes: Characterization, Computation, and Approximation (Q3563697):
Displaying 11 items.
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- Optimal investment with taxes: An existence result (Q1567186) (← links)
- Optimal investment with deferred capital gains taxes (Q2379189) (← links)
- Tax-aware dynamic asset allocation (Q2830762) (← links)
- Optimal Asset Allocation for Passive Investing with Capital Loss Harvesting (Q2889588) (← links)
- Portfolio Investment with the Exact Tax Basis via Nonlinear Programming (Q3115449) (← links)
- Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation (Q3194567) (← links)
- Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
- The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes (Q3525937) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)