Tax-Managed Factor Strategies-Reference-Cited by-同舟云学术

Tax-Managed Factor Strategies

Published:2019-03-04 Issue:2 Volume:75 Page:79-90
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Goldberg Lisa R.¹^ORCID,Hand Pete²^ORCID,Cai Taotao³^ORCID

Affiliation:

1. Lisa R. Goldberg is director of research at Aperio Group, Sausalito, California; co-director of the Consortium for Data Analytics in Risk (CDAR); and adjunct professor of economics and statistics at the University of California, Berkeley.

2. Pete Hand is director of quantitative strategies at Aperio Group, Portland, Oregon.

3. Taotao Cai is a research associate at Aperio Group, Sausalito, California.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/0015198X.2019.1567191

Reference21 articles.

1. Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective

2. Bayraktar, Mehmet K., Igor Mashtaler, Nicolas Meng, and Stan Radchenko. 2014. “Barra US Total Market Equity Model for Long-Term Investors Empirical Notes.” MSCI.

3. Investment taxation and portfolio performance

4. Having Your Cake and Eating It Too: The Before- and After-Tax Efficiencies of an Extended Equity Mandate

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