Marcel Fischer

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

SCHOLARLY PAPERS

13

DOWNLOADS
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SSRN RANKINGS

Top 32,369

in Total Papers Downloads

1,453

SSRN CITATIONS
Rank 34,763

SSRN RANKINGS

Top 34,763

in Total Papers Citations

10

CROSSREF CITATIONS

8

Scholarly Papers (13)

1.

Asset Allocation Over the Life Cycle: How Much Do Taxes Matter?

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 54 Posted: 26 Sep 2010 Last Revised: 17 May 2013
Holger Kraft, Marcel Fischer and Claus Munk
Goethe University Frankfurt, Copenhagen Business School and Copenhagen Business School
Downloads 266 (119,226)

Abstract:

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Portfolio Choice, Life Cycle Asset Allocation, Taxation, Unspanned Labor Income

2.

Optimal Tax-Timing and Asset Allocation when Tax Rebates on Capital Losses are Limited

Journal of Banking and Finance, Vol. 36, Issue 7, 2048-2063
Number of pages: 39 Posted: 07 Jul 2007 Last Revised: 13 May 2012
Marcel Fischer
Copenhagen Business School
Downloads 205 (154,136)
Citation 4

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asset allocation, portfolio choice, tax-timing, tax loss carry-forward

3.

Heuristic Portfolio Trading Rules with Capital Gain Taxes

Journal of Financial Economics 119(3), 611-625, 2016
Number of pages: 33 Posted: 07 Nov 2012 Last Revised: 07 Apr 2016
Marcel Fischer and Michael F. Gallmeyer
Copenhagen Business School and University of Virginia (UVA) - McIntire School of Commerce
Downloads 196 (160,772)
Citation 2

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portfolio choice, capital gain taxation, limited use of capital losses, heuristic trading rules

4.

Optimal Life Cycle Portfolio Choice with Housing Market Cycles

Review of Financial Studies 26(9), 2311-2352
Number of pages: 56 Posted: 21 Nov 2010 Last Revised: 12 Aug 2013
Marcel Fischer and Michael Z. Stamos
Copenhagen Business School and Allianz Global Investors
Downloads 192 (163,777)
Citation 3

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asset allocation, portfolio choice, housing market cycles, real estate

5.

Are Bonds Desirable in Tax-Deferred Accounts?

Number of pages: 37 Posted: 07 Jul 2007 Last Revised: 25 Jul 2008
Marcel Fischer
Copenhagen Business School
Downloads 173 (179,833)
Citation 1

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asset location, asset allocation, limited capital loss deduction, tax-deferred accounts, loss carryforward, asset location puzzle

6.

Optimal Portfolio Choice with Wash Sale Constraints

Journal of Economic Dynamics and Control, Vol. 35, No. 11, pp. 1916-1937
Number of pages: 38 Posted: 23 Sep 2009 Last Revised: 12 Aug 2014
Bjarne Astrup Jensen and Marcel Fischer
Copenhagen Business School - Department of Finance and Copenhagen Business School
Downloads 140 (214,772)

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wash sale restrictions, asset allocation, portfolio choice, capital gains taxation

7.

Taxable and Tax-Deferred Investing with the Limited Use of Losses

Review of Finance 21(5), 1847-1873 (2016)
Number of pages: 32 Posted: 19 May 2013 Last Revised: 29 Sep 2017
Marcel Fischer and Michael F. Gallmeyer
Copenhagen Business School and University of Virginia (UVA) - McIntire School of Commerce
Downloads 108 (260,850)
Citation 3

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portfolio choice, limited use of capital losses, tax-deferred investing, asset location

8.

Taxation, Transfer Income and Stock Market Participation

Review of Finance, 19(2), 823-863
Number of pages: 34 Posted: 22 Feb 2012 Last Revised: 24 Apr 2015
Marcel Fischer and Bjarne Astrup Jensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 73 (333,791)

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redistributive taxation, portfolio choice, asset pricing, stock market participation

9.

Local House Price Comovements

University of St.Gallen, School of Finance Research Paper No. 2019/06
Number of pages: 43 Posted: 13 Jun 2019
Marcel Fischer, Roland Füss and Simon Stehle
Copenhagen Business School, University of St. Gallen - School of Finance and University of Konstanz - Department of Economics
Downloads 47 (413,218)

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housing market, price comovements, urban economics, real estate, repeat sales

10.

Housing Decision with Divorce Risk

International Economic Review, Vol. 60(3), 2019
Number of pages: 47 Posted: 19 Dec 2018 Last Revised: 16 Jan 2019
Marcel Fischer and Natalia Khorunzhina
Copenhagen Business School and Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 27 (500,485)
Citation 1

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household finance, real estate, life cycle, divorce risk, family economics

11.

The Debt Tax Shield in General Equilibrium

Journal of Banking and Finance, 100, 151-166
Number of pages: 60 Posted: 27 Jan 2019 Last Revised: 30 Jan 2019
Marcel Fischer and Bjarne Astrup Jensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 26 (506,065)

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debt tax shield, corporate leverage, general equilibrium, endowment economy, redistributive taxation

12.

The Tradeoff Between Mutual Fund and Direct Stock Investments – A Theoretical Analysis Involving Different Types of Investors

Posted: 23 Mar 2016
Marcel Fischer and Bertram I. Steininger
Copenhagen Business School and KTH Royal Institute of Technology

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Portfolio choice, Mutual funds Management fees, Transaction costs, Diversification

13.

Life Cycle Asset Allocation in the Presence of Housing and Tax-Deferred Investing

Journal of Economic Dynamics and Control, Vol. 37, No. 6, 2013
Posted: 01 Nov 2014
Goethe University Frankfurt - Department of Finance, Copenhagen Business School and University of Regensburg - International Real Estate Business School (IREBS)

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Portfolio choice, housing, tax-deferred investing, tax arbitrage