Flirting with Models

Research Library of Newfound Research

Category: ETFs (Page 1 of 6)

Levered ETFs for the Long Run?

Levered ETFs are often dismissed as not suitable for buy-and-hold investors, but they may be able to play a role in creating risk-efficient portfolios.

Portable Beta: Making the Most of the Returns You're Already Getting

In theory, investors should gear the most risk-efficient portfolio; in practice, few do. Portable beta may help investors create more efficient portfolios.

Risk Parity: How Much Data Should We Use When Estimating Volatilities and Correlations?

We explore whether more sensitive volatility estimates (less data) or more stable volatility estimates (more data) produce better risk parity results.

It’s Long/Short Portfolios All The Way Down

Long/short portfolios can provide us with a unique framework to think about portfolio differences, and a unique way to quantify value-add for fees paid.

Sleuthing Out Allocations

Backing out allocations of an investment strategy can be hard but assuming an average value can be riskier. Simplicity must be balanced with applicability.

Page 1 of 6

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.