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Beta and Return: Implications of Australia's Dividend Imputation Tax System
Faff, Robert, (2000)
PORTFOLIO MANAGEMENT - Taxation and Black's Zero-Beta Strategy Revisited - Skewing portfolios to low-beta stocks in an environment with a dividend-imputation tax may be unsuccessful.
Faff, Robert, (2001)
Taxation and Black's Zero-Beta Strategy Revisited
Wood, Justin, (2001)