Tax Losses and Capped Call Spreads
Capital-loss carryforwards can be assessed using an option-pricing perspective, providing a market consistent basis for determining when such strategies yield real economic benefits.
Featured in No. 103 on 25 Jun 2025 · 49 days after release
- Released
- 7 May 2025
- First featured
- No. 103 · 25 Jun 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 67
- Identifier
- SSRN 5238942
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).