SSRNOther
Loss Harvesting or Gain Deferral? A Surprising Source of Tax Benefits of Tax-Aware Long-Short Strategies
Tax-aware long-short factor strategies can lead to net capital losses exceeding 100% of the initial investment within three years, due to deferred capital gains, not increased capital losses.
Featured in No. 17 on 28 Sep 2023 · 2 days after release · 3 citations today
- Released
- 26 Sep 2023
- First featured
- No. 17 · 28 Sep 2023
- Citations (Semantic Scholar)
- 3
- Influential citations
- 1
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4584287
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).