Portfolio selection with capital gains tax, recursive utility, and regime switching

Min Dai, Jiatu Cai, Xinfu Chen

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)2308-2324
Number of pages17
JournalManagement Science
Volume64
Issue number5
DOIs
Publication statusPublished - May 2018

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