A wealthy entrepreneur, Aaliyah, recently sold her technology company and now seeks to invest her substantial capital. She is highly risk-averse and deeply concerned about minimizing potential losses while also maximizing her after-tax investment returns. Her financial advisor proposes a diversified portfolio spanning stocks, bonds, real estate, and alternative investments. While Aaliyah appreciates the diversification strategy to mitigate risk, she is also acutely aware of the complex tax implications associated with different asset classes, such as dividend income, capital gains taxes, and property taxes. Which of the following statements best describes the primary challenge Aaliyah faces in effectively integrating risk management with tax efficiency in her investment planning?