When and why does momentum work : and not work?

THE MARKET - How Well Have Taxable Investors Been Served in the 1980s and 1990s? - This article examines the performance of large equity mutual funds over the past ten, fifteen, and twenty years. On both a before- and after-tax basis, the authors find that the average mutual fund underperformed the Vanguard Index 500 fund. Although part of this under-performance is attributed to a small-size bias ...

Arnott, Robert D., (2000)

PRIVATE WEALTH MANAGEMENT - Tax Management, Loss Harvesting, and HIFO Accounting - Loss harvesting and highest in, first out accounting are important tax management techniques for all market environments.

Berkin, Andrew L., (2003)

Having Your Cake and Eating it Too : The Before - and After - Tax Efficiencies of an Extended Equity Mandate

Berkin, Andrew L., (2010)