An Empirical Evaluation of Tax-Loss-Harvesting Alpha

<p>A summary of “An Empirical Evaluation of Tax-Loss-Harvesting Alpha” by S.E. Chaudhuri, T.C. Burnham, and A.W. Lo, published in the Third Quarter 2020 issue of the <em>Financial Analysts Journal</em>.</p> <p>Summary<br /> <a href= "http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/empirical-evaluation-tax-loss-harvesting-alpha"> http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/empirical-evaluation-tax-loss-harvesting-alpha</a>  </p>