SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Portfolio Selection with Multiple Assets and Capital Gains Taxes · Study

PreprintShelves

PreprintPortfolio Selection with Multiple Assets and Capital Gains Taxes

Lorenzo Garlappi2001

OA

Preprintgreen2001

Portfolio Selection with Multiple Assets and Capital Gains Taxes

Lorenzo Garlappi · Vasant Naik · Joshua Slive

23 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 23 citations exist upstream.

References

1971Optimum consumption and portfolio rules in a continuous-time model 1989Recursive Methods in Economic Dynamics 1990Portfolio Selection with Transaction Costs 1989Foundations for Financial Economics.1994Optimal Investment and Consumption with Transaction Costs 1988Foundations for Financial Economics 1983Capital Market Equilibrium with Personal Tax 1970The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Optimal Portfolio Management with Transactions Costs and Capital Gains Taxespreprint · 8 shared references 2005Tax management strategies with multiple risky assetsarticle · 8 shared references 1995Chapter 1 Portfolio theorychapter · 8 shared references 2017Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switchingarticle · 8 shared references 2000Consumption-investment problems with transaction costs: Survey and open problemsarticle · 8 shared references 2010Merton Problem with Taxes: Characterization, Computation, and Approximationarticle · 8 shared references

Details

Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations23

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.274939

openalex_workW2152123250

Links

Imported from OpenAlex (CC0) — nothing here is generated.