Portfolio Choice and Transactions Taxes

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HABERER, Markus, 2003. Portfolio Choice and Transactions Taxes

@techreport{Haberer2003Portf-11941, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Portfolio Choice and Transactions Taxes}, year={2003}, number={2003/09}, author={Haberer, Markus} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/11941"> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:41:14Z</dcterms:available> <dcterms:abstract xml:lang="eng">In a simple portfolio choice model of two assets a foreign exchange transactions tax is implemented. We show that the graph in the ¹-¾2- range is still a parabola and delineate its characteristics for altering tax rates. We presumed a risk avers investor seeking to minimize investment risks by international diversification of two uncorrelated assets. The main finding is that setting up a portfolio under the new tax condition leads to a higher transaction volume on international fi- nancial markets. In contrast, the transactions tax has got a stabilizing character when adjusting the portfolio to increased foreign investment risks.</dcterms:abstract> <dc:language>eng</dc:language> <dc:creator>Haberer, Markus</dc:creator> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/11941"/> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103416863-3868037-7"/> <dc:contributor>Haberer, Markus</dc:contributor> <dc:format>application/pdf</dc:format> <dcterms:issued>2003</dcterms:issued> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:41:14Z</dc:date> <dcterms:title>Portfolio Choice and Transactions Taxes</dcterms:title> <dc:rights>deposit-license</dc:rights> </rdf:Description> </rdf:RDF>

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