Flirting with Models

Research Library of Newfound Research | While other asset managers focus on alpha, our first focus is on managing risk.

Author: Corey Hoffstein (Page 2 of 57)

Drawdowns and Portfolio Longevity

We find that a long or prolonged drawdowns early in an investor’s retirement can dramatically increase the probability of failure.

Fragility Case Study: Dual Momentum GEM

We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.

Video Digest: Process & Manager Diversification

A video digest of our most recent weekly research commentaries on the potential benefits of diversifying across managers or process within a portfolio.

Is Multi-Manager Diversification Worth It?

In this commentary we explore whether manager diversification can have risk reduction benefits like those found with asset diversification.

2018 Highlights – The Top 20 Posts You Might Have Missed

Best-of highlights of the most popular Flirting with Models blog posts of 2018!

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