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.
Year of publication: |
2001
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Authors: | Faff, Robert ; Hillier, David ; Wood, Justin |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 5, p. 57-65
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