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A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT - MaRDI portal

A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (Q3502160)

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A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT
scientific article

    Statements

    title
    A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (English)
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    author
    Cristin Buescu
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    Abel Cadenillas
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    Stanley R. Pliska
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    publication date
    22 May 2008
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    zbMATH Keywords
    portfolio management
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    optimal stopping time
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    taxes
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    transaction costs
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60J99
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    60G40
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    zbMATH DE Number
    5278212
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    OpenAlex ID
    W2106551117
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