Alpha Now, Taxes Later: Tax-Efficient Long-Only Factor Investing
Despite high turnover, factor investing can yield significant pre-tax and post-tax alphas, especially with value, quality, and safety buy-and-hold portfolios, making it a viable option for tax-aware investors.
Featured in No. 12 on 17 Aug 2023 · 6 days after release · 2 citations today
- Released
- 11 Aug 2023
- First featured
- No. 12 · 17 Aug 2023
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4538712
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).