Flirting with Models

The Research Library of Newfound Research

Author: Justin Sibears (Page 2 of 3)

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

While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.

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.

Anatomy of a Bull Market

Bull markets come in all shapes and sizes. We analyze historical market cycles on criteria such as duration, magnitude, velocity, and source of return.

Indexed Annuity: Masking Risk, Not Destroying It