Lixin Wang

AQR Capital Management, LLC

Research Associate

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS

559

CITATIONS

0

Scholarly Papers (2)

1.

The Tax Benefits of Separating Alpha from Beta

Number of pages: 51 Posted: 25 May 2018 Last Revised: 27 Mar 2019
AQR Capital Management, LLC, University of Texas at Austin - McCombs School of Business, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 416 (68,433)

Abstract:

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Alpha-Beta Separation, Portable Alpha, Active Management, Long-Short, Long-Only, Tax Efficiency, After-Tax Performance

2.

Should Taxable Investors Shun Dividends?

Number of pages: 43 Posted: 24 Jun 2019
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 143 (200,581)

Abstract:

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Tax-Aware Portfolio Management, Active Management, Quantitative Strategies, Long-only Investing, Dividend Yield, Capital Gains