Reference
Leland, Hayne E. 1999. Optimal portfolio management with transactions costs and capital gains taxes. Berkeley, CA: University of California, Haas School of Business, Working Paper.
Get Investment Theory and Risk Management, + Website now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.