Tax Management of Low-Volatility Portfolios

A session at CFA Institute Wealth Management Conference 2013

Thursday 21st March, 2013

4:00pm to 4:45pm (EST)

  • Recently, investors have moved assets from capitalization-weighted core equity portfolios to an alternative core, where active views are reflected in rules-based strategies, such as minimum-variance, equal-weighted, and fundamentally weighted portfolios
  • For taxable investors, the additional turnover produced by these strategies is concerning because they are more likely to realize capital gains and incur a tax drag on performance
  • We can use historical simulations for the United States, international, and global equities to measure a low-volatility strategy on a pre- and after-tax basis and explore the effectiveness of active tax management in improving performance

About the speaker

This person is speaking at this event.
Paul Bouchey, CFA

Managing director of research for Parametric Portfolio Associates.

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Time 4:00pm4:45pm EST

Date Thu 21st March 2013

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