Toward Tax-Efficient Low-Volatility Investing
S Zhang - The Journal of Portfolio Management, 2021 - jpm.pm-research.com
This article reevaluates low-volatility investing strategies—in particular, their tax efficiency.
Low-volatility strategies intend to help investors achieve market-like equity returns, but with …
Low-volatility strategies intend to help investors achieve market-like equity returns, but with …
Option-Enhanced Tax-Smart Portfolio Value.
A Kalotay - Journal of Portfolio Management, 2022 - search.ebscohost.com
Tax-loss harvesting is an investor-specific option. The tax-smart value of an asset, which is
defined as the greater of its after-tax liquidation value and hold value, reveals the intrinsic …
defined as the greater of its after-tax liquidation value and hold value, reveals the intrinsic …
Method and apparatus for providing after tax valuation of tax-exempt bonds
AJ Kalotay - US Patent 11,756,125, 2023 - Google Patents
Methods and systems are disclosed for determining valuation and risk analysis of municipal
debt instruments on an after-tax basis. In one embodiment, bond terms, yield curve and …
debt instruments on an after-tax basis. In one embodiment, bond terms, yield curve and …
Method and apparatus for providing after tax valuation of tax-exempt bonds
AJ Kalotay - US Patent 11,928,735, 2024 - Google Patents
Methods and systems are disclosed for determining valuation and risk analysis of municipal
debt instruments on an after-tax basis. In one embodiment, bond terms, yield curve and …
debt instruments on an after-tax basis. In one embodiment, bond terms, yield curve and …