
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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Europe
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Languages
English