Modeling capital gains taxes for trading strategies of infinite variation
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References listed on IDEAS
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Cited by:
- Christoph Kuhn, 2018. "How local in time is the no-arbitrage property under capital gains taxes ?," Papers 1802.06386, arXiv.org, revised Sep 2018.
- Christoph Kuhn & Budhi Arta Surya & Bjorn Ulbricht, 2014. "Optimal Selling Time of a Stock under Capital Gains Taxes," Papers 1501.00026, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-MST-2013-10-02 (Market Microstructure)
- NEP-PBE-2013-10-02 (Public Economics)
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