The Bank of Canada - Rotman School of Management Workshop on Advances in Portfolio Management
NOTE: The papers listed here are reproduced as submitted by their respective authors, and do not necessarily reflect the opinions or policies of the Bank of Canada. Papers submitted by persons not in the employ of the Bank of Canada may be subject to the copyright policies of the submitters' organizations and/or countries, and therefore should not be reproduced in whole or in part without the permission of the author(s). Papers are presented in the language of the authors only.
Jules H. van Binsbergen and Michael W. Brandt
Jaksa Cvitanic , Ali Lazrak, and Tan Wang
"Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses"
Michael Gallmeyer, Sanjay Srivastava, and Stathis Tompaidis
Stephen G. Dimmock
Christopher S. Jones and Lukasz Pomorski
"Why Mutual Funds "Underperform"
Turan Bali, Massoud Heidari, and Liuren Wu
Ralph S.J. Koijen, Otto van Hemert, and Stijn Van Nieuwerburgh
Vikas Agarwal, Gurdip Bakshi, and Joop Huij