Flirting with Models

Research Library of Newfound Research

Category: Equities (Page 1 of 4)

A Simulation-Based Rebuttal to Research Affiliates

Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?

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.

Diversification: When 1 + 1 < 2?

Diversification is called the only free lunch in finance. With elevated valuations in stocks and bonds, could the time of the traditional portfolio be over?

The Ghost of GDP Past

Challenging demographic trends make it unlikely that future GDP growth can continue at a pace consistent with past experience.

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