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Optimal Non-swing Trading
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Cancellable Insider Trading Plans: An Analysis of SEC Rule 10b5-1*
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Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets
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Merton Problem with Taxes: Characterization, Computation, and Approximation
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Optimal Consumption and Investment with Fixed and Proportional Transaction Costs
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Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
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Quadratic Convergence for Valuing American Options Using a Penalty Method
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Theory of Rational Option Pricing
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Optimal Investment and Consumption with Transaction Costs
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Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching
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Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes
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Portfolio Selection with Transaction Costs
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Impulse Control of Interest Rates
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Asset Prices and Trading Volume Under Fixed Transactions Costs
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Disclosing and Cooling-Off: An Analysis of Insider Trading Rules
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Capital Market Equilibrium with Personal Tax
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Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
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