Asset Returns, Portfolio Choice, and Proportional Wealth Taxation
Fuente:
arXiv
Saved in:
| Main Author: | Frøseth, Anders G |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework
by: Frøseth, Anders G
Published: (2026)
by: Frøseth, Anders G
Published: (2026)
Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result
by: Frøseth, Anders G
Published: (2026)
by: Frøseth, Anders G
Published: (2026)
Extensions to the Wealth Tax Neutrality Framework
by: Frøseth, Anders G
Published: (2026)
by: Frøseth, Anders G
Published: (2026)
Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
by: Frøseth, Anders G
Published: (2026)
by: Frøseth, Anders G
Published: (2026)
Wealth Taxation as a Drift Modification: A Fokker-Planck Approach to Tax Neutrality
by: Frøseth, Anders G
Published: (2026)
by: Frøseth, Anders G
Published: (2026)
Unwitting Markowitz' Simplification of Portfolio Random Returns
by: Olkhov, Victor
Published: (2025)
by: Olkhov, Victor
Published: (2025)
Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach
by: Markov, Vladimir
Published: (2025)
by: Markov, Vladimir
Published: (2025)
Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
by: Olkhov, Victor
Published: (2024)
by: Olkhov, Victor
Published: (2024)
Market-Based Probability of Stock Returns
by: Olkhov, Victor
Published: (2023)
by: Olkhov, Victor
Published: (2023)
Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
by: Jha, Ayush, et al.
Published: (2025)
by: Jha, Ayush, et al.
Published: (2025)
Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments
by: Soliman, Daniel
Published: (2025)
by: Soliman, Daniel
Published: (2025)
End-to-End Portfolio Optimization with Quantum Annealing
by: Morapakula, Sai Nandan, et al.
Published: (2025)
by: Morapakula, Sai Nandan, et al.
Published: (2025)
Market-Based Portfolio Variance
by: Olkhov, Victor
Published: (2025)
by: Olkhov, Victor
Published: (2025)
Market-Based "Actual" Returns of Investors
by: Olkhov, Victor
Published: (2023)
by: Olkhov, Victor
Published: (2023)
Uncertainty Quantification in Portfolio Temperature Alignment
by: Weichel, Hendrik, et al.
Published: (2024)
by: Weichel, Hendrik, et al.
Published: (2024)
Market-Based Variance of Market Portfolio and of Entire Market
by: Olkhov, Victor
Published: (2025)
by: Olkhov, Victor
Published: (2025)
Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics
by: Wang, Haochuan
Published: (2025)
by: Wang, Haochuan
Published: (2025)
Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
by: Olkhov, Victor
Published: (2025)
by: Olkhov, Victor
Published: (2025)
Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
by: Wang, Wei, et al.
Published: (2024)
by: Wang, Wei, et al.
Published: (2024)
Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty
by: Bai, Yang, et al.
Published: (2021)
by: Bai, Yang, et al.
Published: (2021)
Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
by: Kurth, Jutta G., et al.
Published: (2025)
by: Kurth, Jutta G., et al.
Published: (2025)
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
by: Singha, Mainak
Published: (2025)
by: Singha, Mainak
Published: (2025)
Network-based diversification of stock and cryptocurrency portfolios
by: Kitanovski, Dimitar, et al.
Published: (2024)
by: Kitanovski, Dimitar, et al.
Published: (2024)
To VaR, or Not to VaR, That is the Question
by: Olkhov, Victor
Published: (2021)
by: Olkhov, Victor
Published: (2021)
Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach
by: Wang, Huisheng, et al.
Published: (2025)
by: Wang, Huisheng, et al.
Published: (2025)
Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
by: Sato, Yuki, et al.
Published: (2024)
by: Sato, Yuki, et al.
Published: (2024)
Feasibility-First Satellite Integration in Robust Portfolio Architectures
by: Garrone, Roberto
Published: (2026)
by: Garrone, Roberto
Published: (2026)
Can Large Language Models Improve Venture Capital Exit Timing After IPO?
by: Rashidi, Mohammadhossien
Published: (2025)
by: Rashidi, Mohammadhossien
Published: (2025)
Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
by: Chen, Bingzheng, et al.
Published: (2024)
by: Chen, Bingzheng, et al.
Published: (2024)
Diversification for infinite-mean Pareto models without risk aversion
by: Chen, Yuyu, et al.
Published: (2024)
by: Chen, Yuyu, et al.
Published: (2024)
Optimal Fees for Liquidity Provision in Automated Market Makers
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
Deep Learning, Predictability, and Optimal Portfolio Returns
by: Babiak, Mykola, et al.
Published: (2020)
by: Babiak, Mykola, et al.
Published: (2020)
A Joint Energy and Differentially-Private Smart Meter Data Market
by: Chhachhi, Saurab, et al.
Published: (2024)
by: Chhachhi, Saurab, et al.
Published: (2024)
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023)
by: Cheng, Tuoyuan, et al.
Published: (2023)
An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
by: Farzinnia, Arsham, et al.
Published: (2024)
by: Farzinnia, Arsham, et al.
Published: (2024)
Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns
by: Fujii, Masaaki
Published: (2025)
by: Fujii, Masaaki
Published: (2025)
Mean-Field Price Formation on Trees with Multi-Population and Non-Rational Agents
by: Fujii, Masaaki
Published: (2025)
by: Fujii, Masaaki
Published: (2025)
Mitigating Financial Risk from Climate-Induced Agricultural Price Volatility
by: Das, Sourish, et al.
Published: (2025)
by: Das, Sourish, et al.
Published: (2025)
The Gibbs Posterior and Parametric Portfolio Choice
by: Lamoureux, Christopher G.
Published: (2026)
by: Lamoureux, Christopher G.
Published: (2026)
Portfolio Optimization under Transaction Costs with Recursive Preferences
by: Herdegen, Martin, et al.
Published: (2024)
by: Herdegen, Martin, et al.
Published: (2024)
Similar Items
-
Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework
by: Frøseth, Anders G
Published: (2026) -
Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result
by: Frøseth, Anders G
Published: (2026) -
Extensions to the Wealth Tax Neutrality Framework
by: Frøseth, Anders G
Published: (2026) -
Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
by: Frøseth, Anders G
Published: (2026) -
Wealth Taxation as a Drift Modification: A Fokker-Planck Approach to Tax Neutrality
by: Frøseth, Anders G
Published: (2026)