The implications of tax loss carryforwards on investment policy

DOI10.1007/s11579-022-00318-4zbMath1495.91130OpenAlexW4223997571WikidataQ114852273 ScholiaQ114852273MaRDI QIDQ2155564

Hervé Roche

Publication date: 15 July 2022

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-022-00318-4

zbMATH Keywords

irreversible investmentembedded optiontax loss carryforwards

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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• On irreversible investment
• Investment under alternative return assumptions
• The effect of mean reversion on investment under uncertainty
• Optimal stopping and perpetual options for Lévy processes
• The effect of depreciation allowances on the timing of investment and government tax revenue
• The Dynamic Effects of Tax Law Asymmetries
• Optimal stopping with random intervention times
• Optimal Investment with Costly Reversibility

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