Taotao Cai

Aperio Group

3 Harbor Drive

Suite 315

Sausalito, CA 94965

United States

SCHOLARLY PAPERS

2

DOWNLOADS

436

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 326 (132,616)
Citation 1

Abstract:

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

2.

Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting

Number of pages: 37 Posted: 17 Mar 2021 Last Revised: 24 Aug 2021
Lisa R. Goldberg, Taotao Cai and Pete Hand
University of California, Berkeley, Aperio Group and Aperio Group
Downloads 110 (345,025)

Abstract:

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tax-rate arbitrage, loss harvesting, tax-managed strategies, tax-rate differential, gains realization, ossification