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Taking Tax-Loss Harvesting to the Next Level
Adding leveraged, long-short factor strategies can improve tax alpha.
Jason lu
Shomesh chaudhuri
Terence burnham
Joseph liberman
Kevin khang
Nathan sosner
Pedro freitas
Roni israelov
Monte carlo
Stanley krasner
Alan cummings
Institute financial analysts journal
Loss harvesting research findings
Internal revenue code
Empirical evaluation
Tax loss harvesting alpha
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