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Research
Current work focuses on the mathematics of portfolio dynamics and wealth taxation — how wealth taxes interact with investment decisions, and how spectral methods from random matrix theory illuminate the structure of portfolios and wealth distributions.
Wealth Tax Neutrality Framework
A mathematical framework for understanding how proportional wealth taxes interact with portfolio choice, asset pricing, and emigration decisions. Six working papers establish the neutrality result, map channels of distortion, reformulate the framework via Fokker–Planck dynamics, and model tax migration as social contagion.
Spectral Portfolio Theory
Neural network weight matrices are portfolio allocation matrices. Their spectral structure encodes factor decompositions, wealth concentration, and the conditions for tax neutrality — generalising the wealth tax framework to arbitrary perturbations.
Recent Posts
Righteous Minds and Wealth Taxes
The Danish wealth tax debate shows how moral intuitions drive empirical claims. A close reading of a prominent industry report reveals five analytical failures — each traceable to the gap between what the data identify and what the policy argument requires.
April 2026
A Wealth Tax Is a Silent Partner
When a government levies a proportional wealth tax on all assets at market value, it is mathematically equivalent to acquiring a small ownership stake in every portfolio. The surprising implication: your optimal investment strategy doesn’t change.
February 2026