Diversification and Capital Gains Taxes with Multiple Risky Assets

Preprint

1 January 2001

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.281663

Abstract

We examine the impact of capital gains taxes upon the structure of an investor's optimal portfolio in the presence of multiple risky assets. Our numerical solut

Keywords

OPTIMAL PORTFOLIO
CAPITAL GAINS TAXES
MULTIPLE RISKY ASSETS
DIVERSIFICATION

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