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PARAMETRIC RESEARCH & WHITEPAPERS.
GREAT MINDS AT WORK.

Parametric is widely recognized as a leader in quantitative research for both tax-efficient and tax-exempt investment styles. Below are just a few examples of the work Parametric regularly provides to financial consultants and investors.

Topics:

Active and Passive Investing
Taxable Portfolio Management
After-tax reporting
Concentrated Low-Basis Stock
Emerging Markets
Overlay Management

ACTIVE AND PASSIVE INVESTING

Active and Passive Arguments: In Search of an Optimal Investment Experience

Introducing Tracking Error

Using Statistical Process Control to Monitor Active Managers

Cap-Weighted Indexing Revisited: Indexing Is Not a Momentum Play

TAXABLE PORTFOLIO MANAGEMENT

Performance Commentary TMC Large Cap Core Composite

2008 Parametric Tax Managed S&P 500 Composite Pre-tax Performance

Simulating Loss Harvesting Opportunities Under Different Tax Environments

Pay Now or Later - Making Investment Decisions in a Changing Tax Environment

Enhancing Active Tax-Management through the Realization of Capital Gains

Equity Portfolio Structure and Design in the Presence of Taxes

Of Passive and Active Equity Portfolios in the Presence of Taxes

Equity Portfolio Structure and Design: When the Whole is less than the Sum of its Parts

Optimal Allocation of a Taxable Core and Satellite Portfolio Structure

Investment Management for Taxable Investors

Equity Portfolio Management for Taxable Investors

Parametric Tax-Managed Core / Portfolio Management Overview

Enhanced Tax Rate Management: Expanding Loss Harvesting to Offset Short-Term Capital Gains

AFTER-TAX REPORTING

Reporting After-Tax Returns: A Pragmatic Approach

Measuring and Evaluating Portfolio Performance After Taxes

The Value of Tax Efficient Investments: An Analysis of After-Tax Mutual Fund and Index Returns

Methodology for Computing After-Tax Returns

CONCENTRATED LOW-BASIS STOCK

Optimal Allocation of a Taxable Core and Satellite Portfolio Structure

Diversification in the Presence of Taxes

EMERGING MARKETS

Parametric's Structured Emerging Markets Strategy

A 10-Year Examination of Active Investment In Emerging Markets:
Can Active Managers Utilize Market Inefficiencies Cost Effectively?

Diversifying and Rebalancing Emerging Market Countries

Emerging Markets: Portfolio Structuring to Capture Long Term Growth

OVERLAY MANAGEMENT

The Value of Overlay Portfolio Management Within a UMA - Summer 2009

Full Discretionary Overlay vs. Platform Technology Overlay

The Value of Overlay Portfolio Management Within a UMA - Summer 2008

Overlay Portfolio Management in a Multi-Manager Account