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Paper / 2019SMQ / 147159180909576
The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?
Nathan Sosner / Stanley Krasner / Ted Pyne
portfolio managementResource overview

The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?

Paper2019

by Nathan Sosner, Stanley Krasner, Ted Pyne

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portfolio management

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Suggested foundations for portfolio construction. Specialist prerequisites vary by paper.

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  1. Eigenvalues and Covariance Matrices

    Understand the covariance structure of portfolio risk.

  2. Constrained and Convex Optimisation

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  1. Mean-Variance Optimisation

    Construct allocations and examine sensitivity to estimated inputs.

  2. Portfolio Constraints

    Turn mathematical weights into feasible portfolio decisions.

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