The research of C. Buescu and A. Cadenillas was supported by the Social Sciences and Humanities Research Council of Canada grants 410-2003-1401 and 410-2006-1069. The contributions of C. Buescu were made during his doctoral studies at the Department of Mathematical and Statistical Sciences of the University of Alberta.
A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT
Article first published online: 14 SEP 2007
Volume 17, Issue 4, pages 477–485, October 2007
How to Cite
Buescu, C., Cadenillas, A. and Pliska, S. R. (2007), A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT. Mathematical Finance, 17: 477–485. doi: 10.1111/j.1467-9965.2007.00312.x
- Issue published online: 14 SEP 2007
- Article first published online: 14 SEP 2007
- Manuscript received April 2004; final revision received July 2006.
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