An Empirical Evaluation of Tax-Loss-Harvesting Alpha

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A summary of “An Empirical Evaluation of Tax-Loss-Harvesting Alpha” by S.E. Chaudhuri, T.C. Burnham, and A.W. Lo, published in the Third Quarter 2020 issue of the Financial Analysts Journal. Summary http://www.cfainstitute.org/en/research/financial-analysts-journal/2020/empirical-evaluation-tax-loss-harvesting-alpha