AQR: Research·· 2026-09-08AI Score45
AQR Research: How Tax-Sensitive Long-Short Portfolios Can Access Liquidity Without Liquidation
Not Locked Up: Accessing Liquidity in Tax-Aware Portfolios
AI summary
AQR’s latest research, "Liquidity without Liquidation", shows that tax-sensitive long-short strategies can extract large amounts of cash without fully liquidating the portfolio, while maintaining pre-tax returns, target tracking error, and leverage levels.
Source:AQR: Research · aqr.com
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