The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?
Nathan Sosner, Stanley Krasner and Ted Pyne
The Journal of Wealth Management Spring 2019, 21 (4) 10-31; DOI: https://doi.org/10.3905/jwm.2019.1.068
Nathan Sosner
is a managing director with AQR Capital Management in Greenwich, CT
Stanley Krasner
is an associate with AQR Capital Management in Greenwich, CT
Ted Pyne
is a managing director with AQR Capital Management in Greenwich, CT
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In this issue
The Journal of Wealth Management
Vol. 21, Issue 4
Spring 2019
The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?
Nathan Sosner, Stanley Krasner, Ted Pyne
The Journal of Wealth Management Jan 2019, 21 (4) 10-31; DOI: 10.3905/jwm.2019.1.068
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- Article
- Abstract
- A BRIEF OVERVIEW OF TAX-AWARE STRATEGIES
- TAX EFFICIENCY OF A TAX-AWARE RELAXED-CONSTRAINT STRATEGY THROUGH THE LENS OF A CHARACTER-DEFERRAL DECOMPOSITION
- PRACTICAL SOLUTIONS FACILITATED BY CHARACTER-DEFERRAL DECOMPOSITION
- FURTHER CONSIDERATIONS RELATED TO RELAXED-CONSTRAINT STRATEGIES
- ACKNOWLEDGMENTS
- APPENDIX A
- APPENDIX B
- APPENDIX C
- APPENDIX D
- ENDNOTES
- REFERENCES
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