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Portfolio Tax Trading with Carryover Losses

Published:2018-09 Issue:9 Volume:64 Page:4156-4176
ISSN:0025-1909
Container-title:Management Science
language:en
Short-container-title:Management Science

Author:

Ehling Paul¹,Gallmeyer Michael²,Srivastava Sanjay³,Tompaidis Stathis⁴,Yang Chunyu¹

Affiliation:

1. BI Norwegian Business School, 0484 Oslo, Norway

2. McIntire School of Commerce, University of Virginia, Charlottesville, Virginia 22904

3. J. Mack Robinson College of Business, Georgia State University, Atlanta, Georgia 30303

4. McCombs School of Business, University of Texas at Austin, Austin, Texas 78712

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Strategy and Management

Link

https://pubsonline.informs.org/doi/pdf/10.1287/mnsc.2017.2733

Reference24 articles.

1. A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

2. Capital Market Equilibrium with Personal Tax

3. Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax

4. The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A dynamic partial equilibrium model of capital gains taxation;The Journal of Finance and Data Science;2023-11

2. Tax-loss harvesting under uncertainty;Journal of Banking & Finance;2022-07

3. Artificially Intelligent Marketplaces;SSRN Electronic Journal;2022

4. Penalty method for portfolio selection with capital gains tax;Mathematical Finance;2021-04-19

5. Tax-Loss Harvesting Under Uncertainty;SSRN Electronic Journal;2021

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