Tactical and Tax Aware GTAA

Michael Aked; Robert Arnott; Paul Bouchey; Tianchuan Li; Omid Shakernia

doi:10.3905/jpm.2018.45.2.023

Tactical and Tax Aware GTAA

Michael Aked, Robert Arnott, Paul Bouchey, Tianchuan Li and Omid Shakernia

The Journal of Portfolio Management Multi-Asset Special Issue 2019, 45 (2) 23-37; DOI: https://doi.org/10.3905/jpm.2018.45.2.023

Michael Aked

is director of research, Australia, for Research Affiliates, LLC, in Newport Beach, CA

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Robert Arnott

is founder and chairman of the board for Research Affiliates, LLC, in Newport Beach, CA

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Paul Bouchey

is chief investment officer for Parametric Portfolio Associates in Seattle, WA

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Tianchuan Li

is a researcher at Parametric Portfolio Associates in Seattle, WA

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Omid Shakernia

is senior vice president, asset allocation, for Research Affiliates, LLC, in Newport Beach, CA

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Tactical and Tax Aware GTAA

Michael Aked, Robert Arnott, Paul Bouchey, Tianchuan Li, Omid Shakernia

The Journal of Portfolio Management Dec 2018, 45 (2) 23-37; DOI: 10.3905/jpm.2018.45.2.023

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Tactical and Tax Aware GTAA

Michael Aked, Robert Arnott, Paul Bouchey, Tianchuan Li, Omid Shakernia

The Journal of Portfolio Management Dec 2018, 45 (2) 23-37; DOI: 10.3905/jpm.2018.45.2.023

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