Flirting with Models

Research Library of Newfound Research

Author: Justin Sibears (Page 1 of 10)

The Butterfly Effect in Retirement Planning

Examining the significant impact of changes in assumptions, including spending and return assumptions, on retirement planning analysis.

Impact of High Equity Valuations on Safe Retirement Withdrawal Rates

High valuations suggest that retirement withdrawal rates that were once safe may now deliver success rates that are no better than a coin flip

Navigating Municipal Bonds With Factors

We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.

Crisis Alpha: A Simple ETF Approach

Volatility-based exchanged-traded products can be combined in a systematic way to capture crisis alpha during market crashes.

Anatomy of a Bull Market: Follow-Up

Drivers of equity returns vary depending on the time horizon we study. The impact of valuation changes diminishes as the time period is increased.

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