BI Norwegian Business School
Tobin's Q; Present-value model; Investment return; Variance decomposition; VAR implied predictability; Aggregation bias; Marginal profit of capital; Long-horizon regressions
time-varying capital gains taxation, tax-optimal rebalancing, tax collection from realized capital gains
Tobin's q; Marginal profits-to-q ratio; Investment return; Marginal profit of capital; Variance decomposition; VAR implied predictability; Aggregation bias; Long-horizon regressions; Dividend-to-price ratio; Structural estimation
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Monte Carlo, American options, OLS regression
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