Trading and valuing depreciable assets

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

Business, Economics, Finance +12

Capital Market Equilibrium with Personal Tax

George M. Constantinides · Econometrica · 1983 · 506 citations

Public Affairs, Business Economics, Economics +11

Portfolio selection with transactions costs

Michael Magill, George M. Constantinides · Journal of Economic Theory · 1976 · 445 citations

Business, Business Economics, Finance +14

Optimal stock trading with personal taxes

George M. Constantinides · Journal of Financial Economics · 1984 · 313 citations

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Optimal bond trading with personal taxes

George M. Constantinides, Jonathan E. Ingersoll · Journal of Financial Economics · 1984 · 274 citations

Business, Economics, Finance +13