Zobrazeno 1 - 9
of 9
pro vyhledávání: '"TIANCHUAN LI"'
Autor:
Davis, Ben1 bdavis@paraport.com, Tianchuan Li2 tli@paraport.com, Nemtchinov, Vassilii3 vnemtchinov@paraport.com
Publikováno v:
Journal of Beta Investment Strategies. 2022, Vol. 13 Issue 2, p62-74. 13p.
Publikováno v:
The Journal of Beta Investment Strategies. 13:62-74
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::864020ffea1d003ea952354fbc373ec3
https://doi.org/10.3905/jbis.2022.1.007
https://doi.org/10.3905/jbis.2022.1.007
Publikováno v:
The Journal of Portfolio Management. 45:23-37
Global tactical asset allocation (GTAA) has rarely been associated with tax-aware investing. Although GTAA can improve returns over a buy-and-hold strategy, more tactical trading (when profitable) typically leads to higher tax bills. If investors are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::276f78c12b564ce72350e29486e404bf
https://doi.org/10.3905/jpm.2018.45.2.023
https://doi.org/10.3905/jpm.2018.45.2.023
Publikováno v:
The Journal of Investing. 26:144-151
Higher-risk investments deserve higher expected returns to compensate for the extra risk, or so theory tells us. Historically, this has not always been the case for U.S. and other developed-market stocks. This “beta anomaly,” which is now well es
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c0213713a8f5edcd59a52f1496d5460
https://doi.org/10.3905/joi.2017.26.3.144
https://doi.org/10.3905/joi.2017.26.3.144
Publikováno v:
The Journal of Wealth Management. 19:75-86
The authors investigate how exchange-traded funds (ETFs), which are well known for tax efficiency, can be used to create broader portfolio tax efficiency. They show that it is reasonable for investors who are already comfortable with an opportunistic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ddc5319562e2f93f3b50bea4503be75c
https://doi.org/10.3905/jwm.2016.19.3.075
https://doi.org/10.3905/jwm.2016.19.3.075
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
ETFs offer compelling advantages for investors who seek to systematically harvest tax losses, say Paul Bouchey and Tianchuan Li of Parametric Portfolio Associates in this interview with Institutional Investor Journals. With co-author Jean L.P. Brunel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3c7c2a234df3698069234c2ecaa87b3
https://doi.org/10.3905/pa.2017.4.4.220
https://doi.org/10.3905/pa.2017.4.4.220
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
Publikováno v:
Journal of Index Investing; Fall2016, Vol. 7 Issue 2, p78-86, 9p