Flirting with Models

The Research Library of Newfound Research

Month: July 2017

Building an Unconstrained Sleeve

A presentation exploring how can unconstrained sleeve can be built to target hedging, equity-like, or absolute-return characteristics.

Combining Tactical Views with Black-Litterman and Entropy Pooling

For practitioners looking to implement tactical views in a coherent manner, Black-Litterman and Entropy Pooling may be attractive approaches.

Growth Optimal Portfolios

Most portfolio construction focuses on the trade-off of risk and return, but growth optimal portfolios may be better suited for wealth maximization.