Flirting with Models

Research Library of Newfound Research

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.

Four Important Details in Tactical Asset Allocation

We outline four important considerations that we believe can have an outsized impact on tactical asset allocation performance if ignored.

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.

Duration Timing with Style Premia

Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?

Is Your Multi-Asset Strategy Really Multi-Asset?

Most multi-asset strategies are very concentrated in a few risk factors. Seeking broad diversification requires diving deeper than the name of the strategy.

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