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https://hdl.handle.net/10419/23560
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Haberer, Markus | en |
dc.date.accessioned | 2009-01-29T16:29:49Z | - |
dc.date.available | 2009-01-29T16:29:49Z | - |
dc.date.issued | 2003 | - |
dc.identifier.pi | urn:nbn:de:bsz:352-opus-11167 | en |
dc.identifier.uri | http://hdl.handle.net/10419/23560 | - |
dc.description.abstract | In a simple portfolio choice model of two assets a foreign exchange transactions tax is implemented. We show that the graph in the mu-sigma[square] 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 financial markets. In contrast, the transactions tax has got a stabilizing character when adjusting the portfolio to increased foreign investment risks. | en |
dc.language.iso | eng | en |
dc.publisher | |aUniversity of Konstanz, Center of Finance and Econometrics (CoFE) |cKonstanz | en |
dc.relation.ispartofseries | |aCoFE Discussion Paper |x03/09 | en |
dc.subject.jel | O23 | en |
dc.subject.jel | H29 | en |
dc.subject.jel | H39 | en |
dc.subject.jel | O16 | en |
dc.subject.jel | G11 | en |
dc.subject.jel | G15 | en |
dc.subject.jel | G18 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | International Financial Markets | en |
dc.subject.keyword | Portfolio Choice | en |
dc.subject.keyword | Risk Diversification | en |
dc.subject.keyword | Tobin Tax | en |
dc.subject.keyword | Transactions Tax | en |
dc.subject.stw | Portfolio-Management | en |
dc.subject.stw | international | en |
dc.subject.stw | Tobinsteuer | en |
dc.subject.stw | Internationaler Finanzmarkt | en |
dc.subject.stw | Börsenumsatzsteuer | en |
dc.subject.stw | Theorie | en |
dc.title | Portfolio Choice and Transactions Taxes | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 47767318X | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:cofedp:0309 | - |
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