SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Portfolio Selection with Multiple Assets and Capital Gains Taxes
16 references·0 citing·37 second hop
Portfolio Selection with Multiple Assets and Capital Gains Taxes (2001)Portfolio Selection with Multiple Assets …Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing (2004)Optimal Asset Location and Al…Optimal Consumption and Investment with Capital Gains Taxes (2001)Optimal Consumption and Inves…Optimal Investment and Consumption with Transaction Costs (1994)Optimal Investment and Consum…Super contact and related optimality conditions (1991)Super contact and related opt…An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs (1991)An Exact Solution to a Dynami…Portfolio Selection with Transaction Costs (1990)Portfolio Selection with Tran…Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…Foundations for Financial Economics. (1989)Foundations for Financial Eco…Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans (1988)Nonnegative Wealth, Absence o…Foundations for Financial Economics (1988)Foundations for Financial Eco…Optimal stock trading with personal taxes (1984)Optimal stock trading with pe…Optimal bond trading with personal taxes (1984)Optimal bond trading with per…Capital Market Equilibrium with Personal Tax (1983)Capital Market Equilibrium wi…Portfolio selection with transactions costs (1976)Portfolio selection with tran…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds (1970)The structure of investor pre…Liquidity Preference as Behavior Towards Risk (1958)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)A characterization of the distributions that imply mean—Variance utility functions (1983)The Rank of Demand Systems: Theory and Nonparametric Estimation (1991)Optimal positioning in derivative securities (2001)An Intertemporal Capital Asset Pricing Model (1973)Optimal Investment with Costly Reversibility (1996)Brownian Motion and Stochastic Calculus (2007)Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns (2009)Optimal trading strategy and supply/demand dynamics (2012)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Option pricing: A simplified approach (1979)Optimal Portfolio Choice and the Valuation of Illiquid Securities (2001)Asset Prices and Trading Volume under Fixed Transactions Costs (2004)Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets (2004)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)A Simple Nonparametric Approach to Derivative Security Valuation (1996)Asset Pricing under Asymmetric Information (2001)Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations (2001)Prospect Theory and the Disposition Effect (2010)Periodic market closure and trading volume (1992)Participation Costs and the Sensitivity of Fund Flows to Past Performance (2007)On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation (2004)Option‐Implied Risk Aversion Estimates (2004)Financial liberalization, private investment and portfolio choice: Financialization of real sectors in emerging markets (2008)Indivisible labor and the business cycle (1985)Occupational Choice and the Process of Development (1993)The Theory of Incentives: The Principal-Agent Model (2001)Arbitrage Theory in Continuous Time (1998)Optimal control of execution costs (1998)Arbitrage Theory in Continuous Time (2004)
this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1990Portfolio Selection with Transaction Costs1,318 cited
  • 1989Foundations for Financial Economics.831 cited
  • 1994Optimal Investment and Consumption with Transaction Costs622 cited
  • 1988Foundations for Financial Economics492 cited
  • 1983Capital Market Equilibrium with Personal Tax472 cited
  • 1970The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds434 cited
  • 1976Portfolio selection with transactions costs431 cited
  • 1991An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs401 cited
  • 1991Super contact and related optimality conditions367 cited
  • 1984Optimal stock trading with personal taxes308 cited
  • 2004Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing287 cited
  • 1984Optimal bond trading with personal taxes265 cited
  • 2001Optimal Consumption and Investment with Capital Gains Taxes249 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1988
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
184 cited

Cited by

No citing works inside the corpus for this window.