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  1. 1 Dudzinski P.

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Risky Assets' Demand and Specific Taxation of Capital Gains

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Dudzinski P.
Pieniądze i Więź
|
2007
|
vol. 10
|
issue 3(36)
53-63
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.
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