Happy New Year!

To kick off the year, we want to share a white paper we penned mid-December containing our views on building a modern strategic asset allocation.

The white paper covers:

  • Why we believe tailwinds from the last 30 years are turning into headwinds for traditionally allocated stock-bond portfolios. 
  • Why the normative optimal portfolio may not be the optimal achievable portfolio and the importance of accounting for behavioral biases exhibited by investors.
  • How we think about blending active and passive investment approaches.

You can get a copy here.

Corey is co-founder and Chief Investment Officer of Newfound Research, a quantitative asset manager offering a suite of separately managed accounts and mutual funds. At Newfound, Corey is responsible for portfolio management, investment research, strategy development, and communication of the firm's views to clients.

Prior to offering asset management services, Newfound licensed research from the quantitative investment models developed by Corey. At peak, this research helped steer the tactical allocation decisions for upwards of $10bn.

Corey is a frequent speaker on industry panels and contributes to ETF.com, ETF Trends, and Forbes.com’s Great Speculations blog. He was named a 2014 ETF All Star by ETF.com.

Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University.

You can connect with Corey on LinkedIn or Twitter.