Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
Download full text from publisher
Other versions of this item:
- Elyès Jouini & Pierre-François Koehl & Nizar Touzi, 1999. "Optimal investment with taxes: an optimal control problem with endogeneous delay," Post-Print halshs-00167141, HAL.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jouini, Elyes & Koehl, Pierre-F. & Touzi, Nizar, 2000.
"Optimal investment with taxes: an existence result,"
Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 373-388, May.
- Elyès Jouini & Pierre-Francois Koehl & Nizar Touzi, 1999. "Optimal Investment with Taxes: An Existence Result," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-037, New York University, Leonard N. Stern School of Business-.
- Elyès Jouini & Pierre-François Koehl & Nizar Touzi, 2000. "Optimal investment with taxes: an existence result," Post-Print halshs-00167145, HAL.
- repec:dau:papers:123456789/5600 is not listed on IDEAS
- Christoph Kuhn, 2018. "How local in time is the no-arbitrage property under capital gains taxes ?," Papers 1802.06386, arXiv.org, revised Sep 2018.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crs:wpaper:97-44. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Secretariat General (email available below). General contact details of provider: https://edirc.repec.org/data/crestfr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.