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Investitionsneutrale Steuersysteme unter Unsicherheit - Eine realoptionstheoretische Analyse

Year:    1999

Author:    Niemann, Rainer

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 119 (1999), Iss. 3 : pp. 351–372

Abstract

This paper analyses investment decisions under uncertainty and risk neutrality before and after taxes. Using real option theory it is possible to quantify the effects of uncertainty and irreversibility of decisions. Under the assumption of a perpetual option, analytical solutions for this investment problem can be found before and after taxes. These solutions provide the means to recognize tax effects and thus the derivation of neutral tax systems of which the cash flow tax and the Johansson-Samuelson-tax emerge as special cases.

Journal Article Details

Publisher Name:    Global Science Press

Language:    Multiple languages

DOI:    https://doi.org/10.3790/schm.119.3.351

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 119 (1999), Iss. 3 : pp. 351–372

Published online:    1999-03

AMS Subject Headings:    Duncker & Humblot

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Author Details

Niemann, Rainer