Asset pricing under progressive taxes and existence of general equilibrium
type: Item
instance of: scholarly article
title: Asset pricing under progressive taxes and existence of general equilibrium
zbMATH Open document ID: 1137.91450
author: Hui Huang
published in: Journal of Global Optimization
publication date: 2006-02-08T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B54
zbMATH DE Number: 5005147
zbMATH Keywords: Arbitrage-free asset pricing theorems
zbMATH Keywords: General equilibrium
zbMATH Keywords: Progressive anonymous tax system
MaRDI profile type: Publication
full work available at URL: s10898-004-1322-x
OpenAlex ID: W2040914581
cites work: Nonlinear taxation, tax-arbitrage and equilibrium asset prices
cites work: Financial innovation and arbitrage pricing in frictional economies
cites work: The valuation problem in arbitrage price theory
cites work: Stochastic equilibria with incomplete financial markets
cites work: \(T\)-period economies with incomplete markets
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates1
cites work: Special issue: Arbitrage and control problems in finance
cites work: Martingales and arbitage in securities markets with transaction costs
cites work: ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
cites work: Arbitrage and viability in securities markets with fixed trading costs
cites work: The Harrison-Pliska arbitrage pricing theorem under transaction costs
cites work: Arbitrage and equilibrium in economies with infinitely many commodities
cites work: The fundamental theorem of asset pricing with cone constraints
cites work: Equilibrium in economies with incomplete financial markets
cites work: Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs
DOI: 10.1007/S10898-004-1322-X
description: scientific article; zbMATH DE number 5005147