Portfolio Selection with Multiple Assets and Capital Gains Taxes

2001 ◽  
Author(s):  
Lorenzo Garlappi ◽  
Vasant Naik ◽  
Joshua Slive
Keyword(s):  
Portfolio Selection ◽  
Capital Gains ◽  
Capital Gains Taxes ◽  
Multiple Assets

CAPITAL GAINS, CONSUMPTION, CAPITAL GAINS TAXES AND THE SUPPLY OF SAVING [with REJOINDER]

1966 ◽  
Vol 19 (4) ◽  
pp. 434-440
Author(s):  
ROGER NILS FOLSOM ◽  
HENRY C. WALLICH
Keyword(s):  
Capital Gains ◽  
Capital Gains Taxes

scholarly journals Relation-Aware Transformer for Portfolio Policy Learning

2020 ◽  
Author(s):  
Ke Xu ◽  
Yifan Zhang ◽  
Deheng Ye ◽  
Peilin Zhao ◽  
Mingkui Tan
Keyword(s):  
Portfolio Selection ◽  
State Of The Art ◽  
Asset Price ◽  
Sequential Patterns ◽  
Portfolio Decisions ◽  
Price Series ◽  
Crypto Currency ◽  
Key Issues ◽  
Multiple Assets ◽  
Portfolio Policy

Portfolio selection is an important yet challenging task in AI for FinTech. One of the key issues is how to represent the non-stationary price series of assets in a portfolio, which is important for portfolio decisions. The existing methods, however, fall short of capturing: 1) the complicated sequential patterns for asset price series and 2) the price correlations among multiple assets. In this paper, under a deep reinforcement learning paradigm for portfolio selection, we propose a novel Relation-aware Transformer (RAT) to handle these aspects. Specifically, being equipped with our newly developed attention modules, RAT is structurally innovated to capture both sequential patterns and asset correlations for portfolio selection. Based on the extracted sequential features, RAT is able to make profitable portfolio decisions regarding each asset via a newly devised leverage operation. Extensive experiments on real-world crypto-currency and stock datasets verify the state-of-the-art performance of RAT.

scholarly journals Taxing Away M&A: The Effect of Corporate Capital Gains Taxes on Acquisition Activity

2016 ◽  
Author(s):  
Lars P. Feld ◽  
Martin Ruf ◽  
Ulrich Schreiber ◽  
Maximilian Todtenhaupt ◽  
Johannes Voget
Keyword(s):  
Capital Gains ◽  
Corporate Capital ◽  
Capital Gains Taxes

Tax evasion, capital gains taxes, and the housing market

2020 ◽  
Vol 188 ◽  
pp. 104222 ◽  
Author(s):  
Sumit Agarwal ◽  
Keyang Li ◽  
Yu Qin ◽  
Jing Wu ◽  
Jubo Yan
Keyword(s):  
Housing Market ◽  
Tax Evasion ◽  
Capital Gains ◽  
Capital Gains Taxes

US tax changes could come before 2020 election

2020 ◽  
Keyword(s):  
The United States ◽  
Capital Gains ◽  
Political Debate ◽  
Supreme Court Ruling ◽  
Content Type ◽  
Presidential Candidates ◽  
Taxation Policy ◽  
Political Concern ◽  
Capital Gains Taxes ◽  
Tax Changes

Subject The political debate about taxation in the United States. Significance The 2020 election in November will be fought over a wide array of policy areas, but one of the central debates will be over the appropriate taxation policy to pay for candidates’ pledges, without undermining the economy. Democratic presidential candidates, who enter primary elections from February to decide the nominee, have made major spending proposals. Meanwhile, President Donald Trump, the assumed Republican nominee, wants more tax cuts. Given political concern about increasing taxes, and US demographic changes, there is increasing attention towards assessing new areas for tax income. Impacts The complexity of the tax code and of avoidance strategies could grow, incentivising recourse to lawyers and accountants. The Democrats will be divided over capital gains taxes, which are likely to be problematic for Democratic donors. If a wealth tax passed, a Supreme Court ruling would be likely to limit Congress’s taxing ability.

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