Robert M. Dammon

Carnegie Mellon University

Associate Professor of Financial Economics

GSIA

Pittsburgh, PA 15213

United States

SCHOLARLY PAPERS

6

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Top 19,505

in Total Papers Downloads

2,394

SSRN RANKINGS

Top 4,628

in Total Papers Citations

114

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Scholarly Papers (6)

1.

Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing

Number of pages: 47 Posted: 02 Sep 2001
Robert M. Dammon, Harold H. Zhang and Chester S. Spatt
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 1,046 (19,807)

Abstract:

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Taxable and tax-deferred investing, Asset location, Asset allocation

2.

Optimal Consumption and Investment with Capital Gains Taxes

Review of Financial Studies, Vol. 14, No. 3, pp. 583-616, Fall 2001
Number of pages: 34 Posted: 30 Sep 2001
Robert M. Dammon, Harold H. Zhang and Chester S. Spatt
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 484 (56,676)

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Capital gains taxes; Optimal consumption and investment policies; Diversification and tax costs; Reset provision

3.

Taxes, Estate Planning and Financial Theory: New Insights and Perspectives

AFA 2005 Philadelphia Meetings Paper
Number of pages: 26 Posted: 12 Jan 2005
Robert M. Dammon, Chester S. Spatt and Harold H. Zhang
Carnegie Mellon University, Carnegie Mellon University - David A. Tepper School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 483 (56,838)

Abstract:

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4.

Diversification and Capital Gains Taxes with Multiple Risky Assets

Number of pages: 42 Posted: 02 Sep 2001
Robert M. Dammon, Harold H. Zhang and Chester S. Spatt
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business
Downloads 381 (75,626)

Abstract:

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Optimal portfolio, Capital gains taxes, Multiple risky assets, Diversification

5.

Taxes and Investment Choice

Annual Review of Financial Economics, Vol. 4, pp. 411-429, 2012
Posted: 04 Nov 2012
Robert M. Dammon and Chester S. Spatt
Carnegie Mellon University and Carnegie Mellon University - David A. Tepper School of Business

Abstract:

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6.

The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 3
Posted: 23 Oct 1996
Robert M. Dammon and Chester S. Spatt
Carnegie Mellon University and Carnegie Mellon University - David A. Tepper School of Business

Abstract:

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