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Volumn 14, Issue 3, 2001, Pages 583-616

Optimal consumption and investment with capital gains taxes

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Indexed keywords


EID: 0035646557     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/14.3.583     Document Type: Article
Times cited : (143)

References (16)
  • 1
    • 84977726502 scopus 로고
    • Effects of capital gains taxation on life-cycle investment and portfolio management
    • Balcer, Y., and K. Judd, 1987, "Effects of Capital Gains Taxation on Life-Cycle Investment and Portfolio Management," Journal of Finance, 42, 743-761.
    • (1987) Journal of Finance , vol.42 , pp. 743-761
    • Balcer, Y.1    Judd, K.2
  • 2
    • 84993917435 scopus 로고
    • Tax-induced intertemporal restrictions on security returns
    • Bossaerts, P., and R. Dammon, 1994, "Tax-Induced Intertemporal Restrictions on Security Returns," Journal of Finance, 49, 1347-1371.
    • (1994) Journal of Finance , vol.49 , pp. 1347-1371
    • Bossaerts, P.1    Dammon, R.2
  • 4
    • 0000701590 scopus 로고
    • Capital market equilibrium with personal taxes
    • Constantinides, G., 1983, "Capital Market Equilibrium with Personal Taxes," Econometrica, 51, 611-636.
    • (1983) Econometrica , vol.51 , pp. 611-636
    • Constantinides, G.1
  • 5
    • 0000443421 scopus 로고
    • Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns
    • Constantinides, G., 1984, "Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns," Journal of Financial Economics, 13, 65-89.
    • (1984) Journal of Financial Economics , vol.13 , pp. 65-89
    • Constantinides, G.1
  • 6
    • 0030493870 scopus 로고    scopus 로고
    • The optimal trading and pricing of securities with asymmetric capital gains taxes and transaction costs
    • Dammon, R., and C. Spatt, 1996, "The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs," Review of Financial Studies, 9, 921-952.
    • (1996) Review of Financial Studies , vol.9 , pp. 921-952
    • Dammon, R.1    Spatt, C.2
  • 10
    • 0031350833 scopus 로고    scopus 로고
    • Market frictions, savings behavior, and portfolio choice
    • Heaton, J., and D. Lucas, 1997, "Market Frictions, Savings Behavior, and Portfolio Choice," Macroeconomic Dynamics, 1, 76-101.
    • (1997) Macroeconomic Dynamics , vol.1 , pp. 76-101
    • Heaton, J.1    Lucas, D.2
  • 12
    • 0011090049 scopus 로고
    • Optimum consumption and portfolio rules in a continuous-time model
    • Merton, R., 1971, "Optimum Consumption and Portfolio Rules in a Continuous-Time Model," Journal of Economic Theory, 3, 373-413.
    • (1971) Journal of Economic Theory , vol.3 , pp. 373-413
    • Merton, R.1
  • 13
    • 0010104544 scopus 로고    scopus 로고
    • Are investors reluctant to realize their losses?
    • Odean, T., 1998, "Are Investors Reluctant to Realize Their Losses?," Journal of Finance, 53, 1775-1798.
    • (1998) Journal of Finance , vol.53 , pp. 1775-1798
    • Odean, T.1
  • 14
    • 38249034180 scopus 로고
    • How burdensome are capital gains taxes? Evidence from the United States
    • Poterba, J., 1987, "How Burdensome are Capital Gains Taxes? Evidence from the United States," Journal of Public Economics, 33, 157-172.
    • (1987) Journal of Public Economics , vol.33 , pp. 157-172
    • Poterba, J.1
  • 15
    • 0035217566 scopus 로고    scopus 로고
    • Estate and gift taxes and incentives for inter vivos giving in the US
    • Poterba, J., 2001, "Estate and Gift Taxes and Incentives for Inter Vivos Giving in the US," Journal of Public Economics, 79, 237-264.
    • (2001) Journal of Public Economics , vol.79 , pp. 237-264
    • Poterba, J.1
  • 16
    • 0039192952 scopus 로고    scopus 로고
    • Optimal portfolio choice for long-horizon investors with nontradable labor income
    • Viceira, L. M., 2001, "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," Journal of Finance, 56, 433-470.
    • (2001) Journal of Finance , vol.56 , pp. 433-470
    • Viceira, L.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.