MARKET EQUILIBRIUM WITH CAPITAL LOSS DEDUCTION OPTIONS

DOI10.1142/S0219024901001176zbMath1153.91637MaRDI QIDQ3523602

Austin Murphy

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Optimal trading of a security when there are taxes and transaction costs
• Capital Market Equilibrium with Personal Tax
• An intertemporal asset pricing model with stochastic consumption and investment opportunities

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