How well have taxable investors been served in the 1980s and 1990s? needed: A change in mind-set

Journal of Portfolio Management

Volumn 26, Issue 4, 2000, Pages 84-93

  Arnott, Robert D ^a   Berkin, Andrew L ^b   Ye, Jia ^b  

^a First Quadrant   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034195426     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2000.319766     Document Type: Article

References (9)

1. Arnott, Robert D., Andrew L. Berkin, and Jia Ye. "The Management and Mismanagement of Taxable Assets." Forthcoming, Journal of Investing, Winter 2000.
2. Bogle, John C. "Mutual Funds: Parallaxes and Taxes." Presentation to the Association for Investment Management and Research, November 12, 1997.
3. Dickson, Joel M., and John B. Shoven. "Ranking Mutual Funds on an After-Tax Basis." NBER Working Paper No. 4393, 1993.
4. -. "A Stock Index Mutual Fund Without Net Capital Gains Realizations." NBER Working Paper No. 4717, April 1994.
5. Ghee, William, and William Reichenstein. "The After-Tax Returns from Different Savings Vehicles." Financial Analysts Journal, July/August 1996, pp. 62-72.
6. Hertog, Roger, and Mark R. Gordon, "Equity Strategies for Taxable Investors." Journal of Investing, Fall 1994a, pp. 91-94.
7. -. "Is Your Alpha Big Enough to Cover Its Taxes? Comment." Journal of Portfolio Management, Summer 1994b, pp. 93-95.
8. Jeffrey, Robert H., and Robert D. Arnott. "Is Your Alpha Big Enough to Cover Its Taxes?" Journal of Portfolio Management, Spring 1993, pp. 15-25.
9. -. "Is Your Alpha Big Enough to Cover Its Taxes? Reply to Comment." Journal of Portfolio Management, Summer 1994, pp. 96-97.