Cuckoo optimization algorithm via Grey Wolf Optimizer for usage in engineering optimization and optimal power flow with renewable energy sources. [PDF]
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Converting donor dependence to domestic ownership: The realignment of tuberculosis financing for sustainability. [PDF]
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No fault vaccine injury compensation after COVID-19: A systematic literature review and proposed typology. [PDF]
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Chaotic Lévy flight Grey wolf optimizer for optimal design and techno-economic assessment of grid-connected solar photovoltaic power plant in Assam. [PDF]
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System Preparedness for Rising Kidney Replacement Therapy Demand: Late-Stage CKD Drives Costs, Healthcare Resource Utilisation and Environmental Impact in Switzerland. [PDF]
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Tax-Loss Harvesting Under Uncertainty
SSRN Electronic Journal, 2021Numerical calculations imply that tax-loss harvesting is valuable to holders of taxable stock accounts. These calculations are based on the assumption that a capital loss on a stock portfolio can always be netted against ordinary income (up to a limit) or a capital gain on the same stock portfolio.
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We use financial disclosures to develop a novel proxy for net operating loss carryforward (NOL) tax benefits.
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Portfolio Tax Trading with Carryover Losses [PDF]
We study portfolio choice with multiple stocks and capital gains taxation, assuming that capital losses can only offset current or future realized capital gains. We show, through backtesting using empirical distributions, that optimal equity holdings over an extended period are significantly lower on average than benchmark holdings suggested in the ...
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Technical analysis has been so pummeled by evidence supporting the efficient nature of market behavior that most researchers gave it up for dead years ago.' By now it seems a foregone conclusion that any sort of general trading rule based on past prices is bound to fail.
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