Thomas J. Brennan
Applets
Tax:
Calculates distributions and summary statistics for returns to wage earners, executives, entrepreneurs, private equity fund managers, and hedge fund managers using the methodology developed by Thomas J. Brennan and Karl S. Okamoto in Measuring the Tax Subsidy in Private Equity and Hedge Fund Compensation, 60 Hastings L. J. 27-59 (2008).
Carried Interest Calculator (Single Asset)
Calculates the present value of a carried interest in a single asset using the methodology developed by Michael S. Knoll in The Taxation of Private Equity Carried Interests: Estimating the Revenue Effects of Taxing Profits Interests as Ordinary Income, 50 Wm. & Mary L. Rev. 115 (2008).
Carried Interest Calculator (Multiple Assets)
Calculates the present value of a carried interest in a portfolio of multiple assets using the methodology developed by Michael S. Knoll in The Taxation of Private Equity Carried Interests: Estimating the Revenue Effects of Taxing Profits Interests as Ordinary Income, 50 Wm. & Mary L. Rev. 115 (2008).
Performs original issue discount and bond premium amortization calculations to determine the tax treatment of debt under applicable Treasury Regulations.
Finance:
Calculates which points on the efficient frontier for a specified set of assets are "impossible" using methodology developed by Thomas J. Brennan and Andrew W. Lo in Impossible Frontiers.