Optimal investment with taxes: an optimal control problem with endogeneous delay
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Other versions of this item:
- Elyès Jouini & Pf. Koehl & Nizar Touzi, 1997. "Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay," Working Papers 97-44, Center for Research in Economics and Statistics.
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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.
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Keywords
Consumption; investment problems; Deterministic optimal control; Endogenous delay; Integral equations;All these keywords.
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