Classic Studies on Tax Management & Rebalancing

Although slightly dated, First Quadrant, Rob Arnott's erstwhile home, produced a number of fine monographs on tax managing and rebalancing portfolios:

• Tax Management, Loss Harvesting, and HIFO Accounting
• Loss Harvesting:What Is It Worth To The Taxable Investor
• Tax-Advantaged Investing
  
• How Well Have Taxable Investors Been Served in the 1980's and 1990's
• The Management and Mismanagement Of Taxable Assets
  
  

• Rebalancing A Global Policy Benchmark: How To Profit from Necessity
• Tactical Rebalancing