Optimal investment with taxes: An existence result

Journal of Mathematical Economics

Volumn 33, Issue 4, 2000, Pages 373-388

  Jouini, Elyès ^a,d   Koehl, Pierre F ^c   Touzi, Nizar ^b  

^a CREST   (France)

^b UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^c Caisse des Dépôts et Consignations   (France)

^d NEW YORK UNIVERSITY   (United States)

Author keywords

C69; D11; D91; Levy convergence; Optimal investment with taxes; Weak compactness

Indexed keywords

EID: 0042208604     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(99)00034-8     Document Type: Article

References (7)

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7. Jouini E., Koehl P.-F., Touzi N. Optimal investment with taxes: an optimal control problem with endogenous delay. Nonlinear Analysis: Theory, Methods and Applications. 37:1999;31-56.