Matches in SemOpenAlex for { <https://semopenalex.org/work/W3209040700> ?p ?o ?g. }
Showing items 1 to 61 of
61
with 100 items per page.
- W3209040700 abstract "This paper reevaluates the low volatility investing strategies and, in particular, their tax efficiency. Low volatility strategies intend to help investors achieve market-like equity returns, but with less risk than that of the broader market. Among the low volatility strategies, those with lower volatility carry lower returns, but incur higher turnover and tax burdens. Explicit tax management can greatly improve the strategy performance. Tax management, nevertheless, is no easy task in practice due to the burdensome record keeping. This paper proposes two sets of tax managed low volatility investing strategies that require different amount of record keeping. Both strategies can significantly improve the after-tax strategy returns, while maintaining the compelling risk and pre-tax return profile. Specifically, accounting for net taxable gains alone can harvest most tax alphas, and accounting for the timing of tax lots accurately in addition can further improve the strategy performance." @default.
- W3209040700 created "2021-11-08" @default.
- W3209040700 creator A5003905836 @default.
- W3209040700 date "2021-01-01" @default.
- W3209040700 modified "2023-09-23" @default.
- W3209040700 title "Toward Tax Efficient Low Volatility Investing" @default.
- W3209040700 cites W1959686375 @default.
- W3209040700 cites W2012001636 @default.
- W3209040700 cites W2029593712 @default.
- W3209040700 cites W2069730798 @default.
- W3209040700 cites W2084050624 @default.
- W3209040700 cites W2324579962 @default.
- W3209040700 cites W2559938825 @default.
- W3209040700 cites W2614466292 @default.
- W3209040700 cites W2802019019 @default.
- W3209040700 cites W2920004594 @default.
- W3209040700 cites W2935792700 @default.
- W3209040700 cites W2944770027 @default.
- W3209040700 cites W3122188500 @default.
- W3209040700 cites W3122375718 @default.
- W3209040700 cites W3123639445 @default.
- W3209040700 cites W3124157962 @default.
- W3209040700 cites W3125828385 @default.
- W3209040700 cites W3126887039 @default.
- W3209040700 cites W3129717333 @default.
- W3209040700 cites W3131028617 @default.
- W3209040700 cites W3165163569 @default.
- W3209040700 doi "https://doi.org/10.2139/ssrn.3890487" @default.
- W3209040700 hasPublicationYear "2021" @default.
- W3209040700 type Work @default.
- W3209040700 sameAs 3209040700 @default.
- W3209040700 citedByCount "0" @default.
- W3209040700 crossrefType "journal-article" @default.
- W3209040700 hasAuthorship W3209040700A5003905836 @default.
- W3209040700 hasConcept C106159729 @default.
- W3209040700 hasConcept C144133560 @default.
- W3209040700 hasConcept C162324750 @default.
- W3209040700 hasConcept C556758197 @default.
- W3209040700 hasConcept C91602232 @default.
- W3209040700 hasConceptScore W3209040700C106159729 @default.
- W3209040700 hasConceptScore W3209040700C144133560 @default.
- W3209040700 hasConceptScore W3209040700C162324750 @default.
- W3209040700 hasConceptScore W3209040700C556758197 @default.
- W3209040700 hasConceptScore W3209040700C91602232 @default.
- W3209040700 hasLocation W32090407001 @default.
- W3209040700 hasOpenAccess W3209040700 @default.
- W3209040700 hasPrimaryLocation W32090407001 @default.
- W3209040700 hasRelatedWork W2026234665 @default.
- W3209040700 hasRelatedWork W2109747684 @default.
- W3209040700 hasRelatedWork W2292853550 @default.
- W3209040700 hasRelatedWork W2589332411 @default.
- W3209040700 hasRelatedWork W2605505597 @default.
- W3209040700 hasRelatedWork W3041079455 @default.
- W3209040700 hasRelatedWork W3080885603 @default.
- W3209040700 hasRelatedWork W3099150769 @default.
- W3209040700 hasRelatedWork W3122698084 @default.
- W3209040700 hasRelatedWork W3123599701 @default.
- W3209040700 isParatext "false" @default.
- W3209040700 isRetracted "false" @default.
- W3209040700 magId "3209040700" @default.
- W3209040700 workType "article" @default.