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 | 84 | 2012 |
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 | 30 | 2008 |
Volatility harvesting in theory and practice P Bouchey, V Nemtchinov, TKL Wong The Journal of Wealth Management 18 (3), 89, 2015 | 17 | 2015 |
Is Smart Beta Still Smart after Taxes? H Vadlamudi, P Bouchey The Journal of Portfolio Management 40 (4), 123-134, 2014 | 17 | 2014 |
The role of ETFs in active tax management P Bouchey, JLP Brunel, T Li The Journal of Wealth Management 19 (3), 75, 2016 | 11 | 2016 |
Is your alpha big enough to cover its taxes? Revisited RD Arnott, AL Berkin, P Bouchey Investments and Wealth Monitor, 6-10, 2011 | 11 | 2011 |
Measuring alpha potential in the market P Bouchey, M Fjelstad, H Vadlamudi The Journal of Index Investing 2 (2), 40-47, 2011 | 10 | 2011 |
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 | 9 | 2017 |
Tactical and Tax Aware GTAA M Aked, R Arnott, P Bouchey, T Li, O Shakernia Journal of Portfolio Management 45 (2), 23-37, 2019 | 7 | 2019 |
Tax-Efficient Investing: Tactics and Strategies P Bouchey, R Santodomingo, J Sireklove Investments and Wealth Monitor (January/February) 15, 26, 2015 | 6 | 2015 |
BENDING CAPM: Why Do High Volatility Stocks Underperform P Bouchey, V Nemtchinov Parametric White Paper, 2013 | 5 | 2013 |
Tax Efficient Investing in Theory and Practice P Bouchey Seattle: Parametric Ins, 2010 | 4 | 2010 |
The Behavior of Shortfall Functions in Asset Allocation P Bouchey, D Cariño, Y Fan Russell Research Commentary, 1999 | 4 | 1999 |
System and method for generating cross-sectional volatility index PW Bouchey, HD Vadlamudi US Patent 8,380,605, 2013 | 3 | 2013 |
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 | 3 | 2000 |
Using a Direct Index in a Core-Satellite Portfolio P Bouchey, S Edwards, S Cavallo Available at SSRN 4456236, 2023 | 2 | 2023 |
Handbook on Asset-Liability Management: A Guide for US Fiduciaries JH Ilkiw Frank Russell Company, 1998 | 2 | 1998 |
Taxes and Derivatives: An Investor's Perspective. P Bouchey, BT Hood, AS Kramer, C Talmo Journal of Derivatives 29 (4), 2022 | 1 | 2022 |
Catholic Values and Direct Indexing: No Performance Penance Needed. R Shibly, A Subkoviak, P Bouchey Journal of Beta Investment Strategies 13 (2), 2022 | 1 | 2022 |
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 | 1 | 2018 |