Pete Hand

Aperio Group

3 Harbor Drive

Suite 315

Sausalito, CA 94965

United States

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Scholarly Papers (1)

1.

Tax-Managed Factor Strategies

Forthcoming, Financial Analysts Journal
Number of pages: 20 Posted: 14 Jan 2019
Lisa R. Goldberg, Pete Hand and Taotao Cai
University of California, Berkeley, Aperio Group and Aperio Group
Downloads 132 (213,158)

Abstract:

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tax-managed investment, loss harvesting, tax alpha, rate differential, factor tilt, value, momentum, size, quality, minimum variance