Optimal investment with taxes: an existence result

B-Tier

Journal: Journal of Mathematical Economics

Year: 2000

Volume: 33

Issue: 4

Pages: 373-388

Authors (3)

Jouini, Elyes (Université Paris-Dauphine (Par...) Koehl, Pierre-F. (not in RePEc) Touzi, Nizar (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count