Penalty method for portfolio selection with capital gains tax

Baojun Bian, Xinfu Chen, Min Dai, Shuaijie Qian

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1013-1055
Number of pages43
JournalMathematical Finance
Volume31
Issue number3
DOIs
Publication statusPublished - 19 Apr 2021

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