SSRNTrading, Microstructure & Execution
Nonlinear Taxation
The research characterizes arbitrage in securities markets with nonlinear taxation, identifying conditions for arbitrage and demonstrating the use of stochastic convex optimization in analyzing market frictions.
Featured in No. 90 on 26 Mar 2025 · 2 days after release
- Released
- 24 Mar 2025
- First featured
- No. 90 · 26 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5190990
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