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Portfolioauswahl bei Besteuerung realisierter Kursänderungen

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  • Lorenz, Daniela

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  • Lorenz, Daniela, 2009. "Portfolioauswahl bei Besteuerung realisierter Kursänderungen," Discussion Papers 2009/17, Free University Berlin, School of Business & Economics.
    • Handle: RePEc:zbw:fubsbe:200917
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    1. Dyl, Edward A., 1979. "A State Preference Model of Capital Gains Taxation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(3), pages 529-535, September.
    2. Victor DeMiguel & Raman Uppal, 2005. "Portfolio Investment with the Exact Tax Basis via Nonlinear Programming," Management Science, INFORMS, vol. 51(2), pages 277-290, February.
    3. Dammon, Robert M & Spatt, Chester S & Zhang, Harold H, 2001. "Optimal Consumption and Investment with Capital Gains Taxes," The Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 583-616.
    4. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008. "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers 769, Society for Economic Dynamics.
    5. Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, vol. 51(3), pages 611-636, May.
    6. repec:bla:jfinan:v:59:y:2004:i:3:p:999-1037 is not listed on IDEAS
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