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Tax-aware dynamic asset allocation
- Source :
- Operations Research. July-August, 2016, Vol. 64 Issue 4, p849, 18 p.
- Publication Year :
- 2016
-
Abstract
- We consider dynamic asset allocation problems where the agent is required to pay capital gains taxes on her investment gains. These are very challenging problems because the tax owed whenever [...]
Details
- Language :
- English
- ISSN :
- 0030364X
- Volume :
- 64
- Issue :
- 4
- Database :
- Gale General OneFile
- Journal :
- Operations Research
- Publication Type :
- Periodical
- Accession number :
- edsgcl.460448166
- Full Text :
- https://doi.org/10.1287/opre,2016.1517