Optimal investment with taxes: an existence result

Author:

Jouini Elyès,Koehl Pierre-F.,Touzi Nizar

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference7 articles.

1. Ando, A., Modigliani, F., 1963. The life cycle hypothesis of saving: aggregate implications and tests. American Economic Review, 55–84.

2. Billingsley, P., 1968. Ergodic Theory and Information. Wiley, New York.

3. Dellacherie, C., Meyer, P.A., 1975. Probabilités et Potentiel, Chaps. I–IV. Hermann.

4. Cash stream valuation in the presence of transaction costs and taxes;Dermody;Mathematical Finance,1991

5. Tax basis and non-linearity in cash-stream valuation;Dermody;Mathematical Finance,1995

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