PL EN


2007 | 10 | 3(36) | 53-63
Article title

Risky Assets' Demand and Specific Taxation of Capital Gains

Authors
Title variants
Languages of publication
PL
Abstracts
EN
The paper is concerned with portfolio decisions in the case of a tax only on a safe asset, with no tax on the risky asset. There is an analysis of the influence of Arrow - Pratt risk-aversion indexes on portfolio selection. The author has formulated and proved theorem describing some properties of risky assets' demand based on von Neumann - Morgenstern (expected utility) model.
Keywords
Year
Volume
10
Issue
Pages
53-63
Physical description
Document type
ARTICLE
Contributors
author
  • P. Dudzinski, Uniwersytet Gdanski, ul. W. Stwosza 57, 60-308 Gdansk, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
08PLAAAA04849217
YADDA identifier
bwmeta1.element.fd81839b-f3f7-3b50-bfb1-36612d2ac414
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