Rolling the Tax Dice

Rolling the Tax Dice - How Taxes Impact Equity Factor Investing

Factor investing is an area of great interest to super funds as it ties together key industry themes including fee pressures, appetite for transparency and skepticism about ‘alpha’. However, virtually all the equity factor research funds are seeing tends to be pre-tax focused. Our new research shows that funds are “rolling the tax dice” by not managing the often significant tax impact of their factor strategies. We argue, instead, for explicit tax-management of factor strategies to “load the tax dice” in funds’ favour.

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Paul Bouchey
Paul Bouchey, CFA
Chief Investment Officer
Paul Bouchey
Paul Bouchey, CFA
Vassillii Nemtchinov
Vassilii Nemtchinov, Ph.D.
Director of Research
Vassillii Nemtchinov
Vassilii Nemtchinov, Ph.D.
Raewyn Williams
Raewyn Williams

Managing Director

Research

+61 434 372 210
Raewyn Williams
Raewyn Williams
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