Optimal investment with taxes: An existence result

Keyphrases

• Optimal Investment 100%
• Existence Results 100%
• Optimal Control Problem 50%
• Control Problem 50%
• Deterministic Control 50%
• First-order Conditions 50%
• First-in-first-out 50%
• Priority Rules 50%
• Financial Assets 50%
• Utility Consumption 50%
• Short Selling 50%

Computer Science

• Optimal Control Problem 100%
• First-in-First-Out 100%
• Financial Asset 100%

Economics, Econometrics and Finance

• Taxation 100%
• Optimal Control 50%
• Wealth 50%