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Article

The Role of ETFs in Active Tax Management

Paul Bouchey, Jean L.P. Brunel and Tianchuan Li
The Journal of Wealth Management Winter 2016, 19 (3) 75-86; DOI: https://doi.org/10.3905/jwm.2016.19.3.075
Paul Bouchey
is the chief investment officer at Parametric Portfolio Associates LLC in Seattle, WA. pbouchey@paraport.com
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Jean L.P. Brunel
is a managing principal at Brunel Associates LLC in Bonita Springs, FL. jean@brunelassociates.com
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Tianchuan Li
is a quantitative analyst at Parametric Portfolio Associates LLC in Seattle, WA. tli@paraport.com
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Article Information

vol. 19 no. 3 75-86
DOI 
https://doi.org/10.3905/jwm.2016.19.3.075

Published By 
Pageant Media Ltd
Print ISSN 
1534-7524
Online ISSN 
2374-1368
History 
  • Published online October 31, 2016.

Copyright & Usage 
© 2016 Pageant Media Ltd

Author Information

  1. Paul Bouchey
    1. is the chief investment officer at Parametric Portfolio Associates LLC in Seattle, WA. (pbouchey{at}paraport.com)
  2. Jean L.P. Brunel
    1. is a managing principal at Brunel Associates LLC in Bonita Springs, FL. (jean{at}brunelassociates.com)
  3. Tianchuan Li
    1. is a quantitative analyst at Parametric Portfolio Associates LLC in Seattle, WA. (tli{at}paraport.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Wealth Management: 19 (3)
The Journal of Wealth Management
Vol. 19, Issue 3
Winter 2016
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The Role of ETFs in Active Tax Management
Paul Bouchey, Jean L.P. Brunel, Tianchuan Li
The Journal of Wealth Management Oct 2016, 19 (3) 75-86; DOI: 10.3905/jwm.2016.19.3.075

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The Role of ETFs in Active Tax Management
Paul Bouchey, Jean L.P. Brunel, Tianchuan Li
The Journal of Wealth Management Oct 2016, 19 (3) 75-86; DOI: 10.3905/jwm.2016.19.3.075
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  • Article
    • Abstract
    • LITERATURE REVIEW AND STUDY GOAL
    • THE ROLE OF ETFS
    • AN ETF LOSS HARVESTING EXAMPLE
    • FINDING GOOD REPLACEMENTS
    • HISTORICAL SIMULATIONS USING A SECTOR ETF PORTFOLIO
    • BASE-CASE RESULTS
    • TAX MANAGEMENT AND THE GLOBAL FINANCIAL CRISIS
    • USING STOCKS AND ETFS TO BUILD A GLOBAL PORTFOLIO
    • CONCLUSIONS
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
  • PDF

Cited By...

  • The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?
  • Tactical and Tax Aware GTAA
  • Scopus (2)
  • Google Scholar

More in this TOC Section

  • Editor’s Letter
  • Book Review: Wealth of Wisdom: The Top 50 Questions Wealthy Families Ask
  • The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?
Show more Article

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