Flirting with Models

The Research Library of Newfound Research

Month: September 2016

High Yield Bond ETFs: Liquidity Time Bombs?

Does the rapid adoption of high yield bond ETFs and the mismatch of liquidity between the ETF and the underlying bonds create a ticking liquidity time bomb?

High Capital Gains, Low Expected Returns: A Frustrating Combination

Framework for considering the trade-offs between paying capital gains taxes and rebalancing to an optimal portfolio given current market outlook.

Optimizing for Anxiety

Portfolios are only optimal if investors can stick with them. We explore how we account for investor anxiety in portfolio optimization.

J.P. Morgan Outlook Implies Satellite Bonds Are King

J.P. Morgan's 2016 capital market assumptions imply that satellite bonds are king and core stocks and bonds must be complemented with alternative exposures.
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