How Beneficial Is Tax-Loss Harvesting Using Portfolios of Individual Securities?
- System testing via Monte Carlo. von Ronik, Wolf // Futures: News, Analysis & Strategies for Futures, Options & Deri;Apr2001, Vol. 30 Issue 5, p44
Describes the application of the Monte Carlo simulation method for trading securities. Imaginary problem from random to deterministic; Strategies to survey the situation; Steps recommended for validating the trading system.
- Performance of Active Extension Strategies: Evidence from the Australian Equities Market. Segara, Reuben; Das, Abhishek; Turner, James // Australasian Accounting Business & Finance Journal;2012, Vol. 6 Issue 3, p3
This study examines the performance of several active extension strategies, commonly known as 130/30, in the Australian equities market. A detailed analysis of the factors affecting performance is explored using Monte Carlo simulations based on eight years of historical returns for the...
- LETTERS. // Clergy Journal;Oct2003, Vol. 80 Issue 1, p28
Replies to a query on the taxation of a devalued stock under the "wash-sale rule" in the U.S. Loss of deduction in case of the repurchase of an investment.
- Is your investment income taxable? Lockhart, Jim // Alberta Sweetgrass;Feb2000, Vol. 7 Issue 3, p14
Reports the taxation of investment income among First Nation people in Canada. Nature of investment securities; Uses of investment income; Capital used in buying securities.
- Harvesting capital gains and losses. Smith, Margaret Hwang; Smith, Gary // Financial Services Review;Winter2008, Vol. 17 Issue 4, p309
Monte Carlo simulations are used to demonstrate that a very attractive tax-based trading strategy is to realize all capital losses, using excess losses to oft]set realized gains to rebalance the portfolio. This strategy increases the mean and median return by taking advantage of the...
- Assessing the impact of taxes on female labor supply using a finite mixture approach. Ericson, Peter; Hansen, J�rgen // Empirical Economics;2000, Vol. 25 Issue 2, p279
Abstract. This paper expands the standard analysis of female labor supply to permit preference heterogeneity by using a finite mixture model. Using the extended model, we obtain theory consistent results whereas a traditional model produces a negative substitution effect. We use our model to...
- A MONTE CARLO EXPLORATION OF THE VERTICAL PROPERTY TAX INEQUITY MODELS: SEARCHING FOR A 'BEST' MODEL. Fairbanks, Joshua C.; Goebel, Paul R.; Morris, Michael D. S.; Dare, William H. // Journal of Real Estate Literature;2013, Vol. 21 Issue 1, p3
We apply vertical inequity models to real estate data from Lubbock, Texas. We use Monte Carlo simulations to explore the performance of each inequity model. We generate eight different contrived inequity patterns from three different data-generating processes, which create 24 stylized data sets....
- An Analysis of ACRS During Inflationary Periods. Swenson, Charles W. // Accounting Review;Jan1987, Vol. 62 Issue 1, p117
ABSTRACT: The neutrality and equity aspects of the Accelerated Cost Recovery System (ACRS), which became part of the U.S. tax law in 1981, are examined using a Monte Carlo simulation. ACRS depreciation is found to be equivalent to general price-level adjusted (GPL) depreciation only at inflation...
- Sustainable Retirement Spending For a Couple. Pye, Gordon B. // Journal of Financial Planning;Jul2000, Vol. 13 Issue 7, p84
Discusses the process of developing spending plans for retired couples and surviving spouses in the United States based on Social Security benefits and investments. Ways to increase a couple's retirement spending; How to evaluate the amount a couple can spend in retirement; Features of the...