Arbitrage and the tax code
type: Item
instance of: scholarly article
title: Arbitrage and the tax code
zbMATH Open document ID: 1255.91280
author: Michael Gallmeyer
author: Sanjay Srivastava
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6127190
zbMATH Keywords: capital gain taxation
zbMATH Keywords: no arbitrage
zbMATH Keywords: tax arbitrage
zbMATH Keywords: limited use of losses
MaRDI profile type: Publication
full work available at URL: s11579-011-0040-7
OpenAlex ID: W3124907515
cites work: Capital Market Equilibrium with Personal Tax
cites work: Portfolio Investment with the Exact Tax Basis via Nonlinear Programming
cites work: Valuation before and after tax in the discrete time, finite state no arbitrage model
cites work: Optimal portfolio choice with wash sale constraints
DOI: 10.1007/S11579-011-0040-7
description: scientific article; zbMATH DE number 6127190