Efficient trading in taxable portfolios
Year of publication: |
December 2017
|
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Authors: | Das, Sanjiv R. ; Ding, Dennis Yi ; Newell, Vincent ; Ostrov, Daniel N. |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 7.2017, 1, p. 1-40
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Subject: | taxes | capital losses | portfolio optimization | simulation | path dependence | expected utility | Theorie | Theory | Portfolio-Management | Portfolio selection | Optimale Besteuerung | Optimal taxation | Erwartungsnutzen | Expected utility | Kapitalertragsteuer | Capital income tax | Simulation | Steuerwirkung | Tax effects |
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