Journal ArticleDOI
Is Your Alpha Big Enough To Cover Its Taxes
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This article is published in The Journal of Portfolio Management.The article was published on 1993-04-30. It has received 86 citations till now. The article focuses on the topics: Cover (algebra).read more
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Do Hedge Funds Hedge
TL;DR: In this paper, the authors provide empirical evidence regarding the return and diversification benefits of hedge fund investing using the CSFB/Tremont hedge fund indexes over 1994-2000.
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Do after-tax returns affect mutual fund inflows?
TL;DR: The authors explored the relationship between the after-tax returns that taxable investors earn on equity mutual funds and the subsequent cash inflows to these funds and found that after tax returns have more explanatory power than pretax returns in explaining inflows.
ReportDOI
Taxation, Risk-Taking, and Household Portfolio Behavior
TL;DR: The authors summarizes the current state of research on how taxation affects household decisions with respect to portfolio structure and asset trading, and concludes that taxation exerts a systematic influence on the nature of risk-taking and the structure of household portfolios.
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Crossborder Dividend Taxation and the Preferences of Taxable and Nontaxable Investors: Evidence From Canada
TL;DR: In this paper, the authors focus on the conflict between the taxable and retirement accounts of international funds, which face different tradeoffs between dividends and capital gains, and find that managers with more retirement money favor the preferences of retirement investors and further evidence for this view in the difference between U.S. and Canadian funds’ portfolio weights.
Journal ArticleDOI
How Well Have Taxable Investors Been Served in the 1980s and 1990s
TL;DR: In this article, the authors examined the performance of large equity mutual funds over the past ten, fifteen, and twenty years and found that the average mutual fund underperformed the Vanguard Index 500 fund.