Consumption and asset allocation with information learning and capital gains tax

DOI10.3934/JIMO.2022138OpenAlexW4289538525MaRDI QIDQ2691394

Yong Ma, Xueyuan Zhang

Publication date: 29 March 2023

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2022138

zbMATH Keywords

tax evasionasset allocationrandom horizoncapital gains taxinformation learning

Mathematics Subject Classification ID

Differential geometry of symmetric spaces (53C35)

Cites Work

• Unnamed Item
• Optimum consumption and portfolio rules in a continuous-time model
• Optimal trading strategy for an investor: the case of partial information
• Optimal investment and consumption in the market with jump risk and capital gains tax
• Continuous-time mean-variance portfolio selection with random horizon

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