Penalty method for portfolio selection with capital gains tax

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@article{df1b4948c4cf4153bf5b99d3cb900631,

title = "Penalty method for portfolio selection with capital gains tax",

author = "Baojun Bian and Xinfu Chen and Min Dai and Shuaijie Qian",

year = "2021",

month = apr,

day = "19",

doi = "10.1111/mafi.12309",

language = "English",

volume = "31",

pages = "1013--1055",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "3",

}