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Paul Bouchey

Paul Bouchey

CIO • Parametric

United States •

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About

Focus: indexing, factors, taxes, rebalancing, transparency, efficiency, and volatility harvesting.

Speaking Topics
Skills & Trades
Signature Programs (1)


The risk-adjusted returns of factor strategies can look quite attractive, but the turnover associated with them can significantly reduce their after-tax excess returns. This presentation reviews the results of several factor strategies before and after taxes are considered and explores methods for mitigating the tax impact.

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Available For
Conference (Full-day Event)
Workshop (3+ hour event)
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Webinar (Virtual event)
School (incl. charity)
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Europe
North America
Australia & New Zealand
Languages
English