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.
You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.