Tax Alpha Insider

Tax Alpha Insider

AQR addresses 5 critiques of tax-aware long/short

Illustrations! Numbers! Let's check it out...

Brent Sullivan's avatar
Brent Sullivan
Jun 08, 2025
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AQR wrote a great little article addressing concerns with tax-aware long/short

I’ll take a tiny bit of credit for writing about some of these concerns a few months ago.

Is tax-aware long/short just a shiny object?

Is tax-aware long/short just a shiny object?

Brent Sullivan
·
Mar 26
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Cliff Asness: "...lying long-only dinosaurs... desperate to stop the bleeding..."

Cliff Asness: "...lying long-only dinosaurs... desperate to stop the bleeding..."

Brent Sullivan
·
Mar 28
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I speak with many wealth managers in various stages of diligencing tax-aware long/short.

Some are uncomfortable with leverage and shorting in any form, others are considering the increment…

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