Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Rey Santodomingo"'
Publikováno v:
The Journal of Index Investing. 7:78-86
The risk-adjusted returns of factor strategies can look quite attractive. However, the turnover associated with them can significantly reduce their after-tax excess returns. In this article, the authors report the results of their after-tax study of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b34cf5a5a8ee319c4c45085a97fdb0c
https://doi.org/10.3905/jii.2016.7.2.078
https://doi.org/10.3905/jii.2016.7.2.078
Publikováno v:
Practical Applications. 4:1.11-4
Would applying systematic tax-management strategies add value to the after-tax returns of single- and multifactor strategies? This is the question addressed by Rey Santodomingo , Vassilii Nemtchinov and Tim Li of Parametric Portfolio Associates . San
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfa7ff2c3c60b6dac2523242424beb2c
https://doi.org/10.3905/pa.2016.4.2.176
https://doi.org/10.3905/pa.2016.4.2.176