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Paul Bouchey
Paul Bouchey
Parametric
Verified email at paraport.com - Homepage
Title
Cited by
Cited by
Year
Volatility harvesting: Why does diversifying and rebalancing create portfolio growth?
P Bouchey, V Nemtchinov, A Paulsen, DM Stein
The Journal of Wealth Management 15 (2), 26-35, 2012
842012
Enhancing active tax management through the realization of capital gains
DM Stein, H Vadlamudi, P Bouchey
The Journal of Wealth Management 10 (4), 9, 2008
302008
Volatility harvesting in theory and practice
P Bouchey, V Nemtchinov, TKL Wong
The Journal of Wealth Management 18 (3), 89, 2015
172015
Is Smart Beta Still Smart after Taxes?
H Vadlamudi, P Bouchey
The Journal of Portfolio Management 40 (4), 123-134, 2014
172014
The role of ETFs in active tax management
P Bouchey, JLP Brunel, T Li
The Journal of Wealth Management 19 (3), 75, 2016
112016
Is your alpha big enough to cover its taxes? Revisited
RD Arnott, AL Berkin, P Bouchey
Investments and Wealth Monitor, 6-10, 2011
112011
Measuring alpha potential in the market
P Bouchey, M Fjelstad, H Vadlamudi
The Journal of Index Investing 2 (2), 40-47, 2011
102011
Core Versus Satellite: How Much Should a Taxable Investor Allocate to the Core Equity Portfolio?
P Bouchey, M Pritamani
The Journal of Wealth Management 19 (4), 35, 2017
92017
Tactical and Tax Aware GTAA
M Aked, R Arnott, P Bouchey, T Li, O Shakernia
Journal of Portfolio Management 45 (2), 23-37, 2019
72019
Tax-Efficient Investing: Tactics and Strategies
P Bouchey, R Santodomingo, J Sireklove
Investments and Wealth Monitor (January/February) 15, 26, 2015
62015
BENDING CAPM: Why Do High Volatility Stocks Underperform
P Bouchey, V Nemtchinov
Parametric White Paper, 2013
52013
Tax Efficient Investing in Theory and Practice
P Bouchey
Seattle: Parametric Ins, 2010
42010
The Behavior of Shortfall Functions in Asset Allocation
P Bouchey, D Cariño, Y Fan
Russell Research Commentary, 1999
41999
System and method for generating cross-sectional volatility index
PW Bouchey, HD Vadlamudi
US Patent 8,380,605, 2013
32013
When Diversification Hurts: The Total Portfolio Approach to Tax-Sensitive Asset Allocation
EM Ankrim, PW Bouchey
The Journal of Wealth Management 3 (1), 83-88, 2000
32000
Using a Direct Index in a Core-Satellite Portfolio
P Bouchey, S Edwards, S Cavallo
Available at SSRN 4456236, 2023
22023
Handbook on Asset-Liability Management: A Guide for US Fiduciaries
JH Ilkiw
Frank Russell Company, 1998
21998
Taxes and Derivatives: An Investor's Perspective.
P Bouchey, BT Hood, AS Kramer, C Talmo
Journal of Derivatives 29 (4), 2022
12022
Catholic Values and Direct Indexing: No Performance Penance Needed.
R Shibly, A Subkoviak, P Bouchey
Journal of Beta Investment Strategies 13 (2), 2022
12022
Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes
P Bouchey, M Lutz, V Nemtchinov, M Pritamani
The Journal of Index Investing 8 (4), 93, 2018
12018
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