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History
- Published online April 30, 2018.
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© 2018 Pageant Media Ltd
Author Information
- Rob Arnott
- Vitali Kalesnik
- Trevor Schuesler
- To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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In this issue
Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century Retrospective
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- Article
- Abstract
- WHAT’S NEW SINCE 1993? AND WHAT’S UNCHANGED?
- WHERE TO LOOK FOR AFTER-TAX ALPHA?
- DATA
- FUND RETURN TYPES
- FINDING TAX-EFFICIENT ACTIVE MANAGERS
- THE ROLE OF TRADITIONAL PASSIVE STRATEGIES, SMART BETA, ETFS, AND BEYOND IN IMPROVING AFTER-TAX ALPHA
- CONCLUSION
- Appendix A
- APPENDIX B
- APPENDIX C
- ENDNOTES
- REFERENCES
- Info & Metrics