Browsing BI Open by Author "Gallmeyer, Michael"
Now showing items 1-1 of 1
-
Portfolio Tax Trading with Carryover Losses
Ehling, Paul; Gallmeyer, Michael; Srivastava, Sanjay; Tompaidis, Stathis; Yang, Chunyu (Journal article; Peer reviewed, 2018)We study portfolio choice with multiple stocks and capital gain taxation assuming that capital losses can only offset current or future realized capital gains. We show, through backtesting using empirical distributions, ...