Taxation and Black's zero-beta strategy revisited

Robert Faff, David Hillier, Justin Wood

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{fb43148bbecb4ff7b7bdb0b1e8748c85,

title = "Taxation and Black's zero-beta strategy revisited",

author = "Robert Faff and David Hillier and Justin Wood",

year = "2001",

language = "English",

volume = "57",

pages = "57 -- 65",

journal = "Financial Analysts Journal",

issn = "0015-198X",

publisher = "Chartered Financial Analysts Institute",

number = "5",

}