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

Min Dai, Jiatu Cai, Xinfu Chen

Research output: Journal article publication › Journal article › Academic research › peer-review

18 Citations (Scopus)

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@article{e588fcba42384ac188793a29e42793b4,

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

author = "Min Dai and Jiatu Cai and Xinfu Chen",

year = "2018",

month = may,

doi = "10.1287/mnsc.2016.2650",

language = "English",

volume = "64",

pages = "2308--2324",

journal = "Management Science",

issn = "0025-1909",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "5",

}