"Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime ..."

Jiatu Cai, Xinfu Chen, Min Dai (2018)

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DOI: 10.1287/MNSC.2016.2650

access: closed

type: Journal Article

metadata version: 2020-06-30

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Jiatu Cai, Xinfu Chen, Min Dai:
Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching. Manag. Sci. 64(5): 2308-2324 (2018)

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