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Financial Analysts Journal Volume 76, 2020 - Issue 1
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Articles

The Tax Benefits of Separating Alpha from Beta

Joseph Libermana Joseph Liberman is an associate at AQR Capital Management, Greenwich, Connecticut.ORCID Iconhttps://orcid.org/0000-0001-8229-5882
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Clemens Sialmb Clemens Sialm is a professor of finance at the University of Texas at Austin, a research associate at the National Bureau of Economic Research in Cambridge, Massachusetts, and an independent contractor at AQR Capital Management, Greenwich, Connecticut.ORCID Iconhttps://orcid.org/0000-0002-5392-3963
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Nathan Sosnerc Nathan Sosner is a principal at AQR Capital Management, Greenwich, Connecticut.ORCID Iconhttps://orcid.org/0000-0003-2387-5726
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Lixin Wangd Lixin Wang is a vice president at AQR Capital Management, Greenwich, Connecticut.ORCID Iconhttps://orcid.org/0000-0003-2418-9621
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Pages 38-61 | Published online: 02 Dec 2019

Citations (4)

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Read on this site (1)

Kevin Khang, Thomas Paradise & Joel Dickson. (2021) Tax-Loss Harvesting: An Individual Investor’s Perspective. Financial Analysts Journal 77:4, pages 128-150.
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Articles from other publishers (3)

Joseph Liberman & Nathan Sosner. (2024) Combining VPFs and Tax-Aware Strategies to Diversify Low-Basis Stock. SSRN Electronic Journal.
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Stanley Krasner & Nathan Sosner. (2023) Loss Harvesting or Gain Deferral? A Surprising Source of Tax Benefits of Tax-Aware Long-Short Strategies. SSRN Electronic Journal.
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Nathan Sosner, Michael Gromis & Stanley Krasner. (2021) The Tax Benefits of Direct Indexing, And How They Are Affected by the Biden Tax Plan. SSRN Electronic Journal.
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