Baojun Bian

Tongji University

Shanghai

China

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Penalty Method for Portfolio Selection with Capital Gains Tax

Number of pages: 46 Posted: 24 Aug 2019 Last Revised: 05 Sep 2019
Baojun Bian, Xinfu Chen, Min Dai and Shuaijie Qian
Tongji University, Independent, The Hong Kong Polytechnic University and Center of Mathematical Sciences and Applications, Harvard University
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Abstract:

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