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
Robert Arnott
is founder and chairman of the board for Research Affiliates, LLC, in Newport Beach, CA
Paul Bouchey
is chief investment officer for Parametric Portfolio Associates in Seattle, WA
Tianchuan Li
is a researcher at Parametric Portfolio Associates in Seattle, WA
Omid Shakernia
is senior vice president, asset allocation, for Research Affiliates, LLC, in Newport Beach, CA
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In this issue
The Journal of Portfolio Management
Vol. 45, Issue 2
Multi-Asset Special Issue 2019
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