Flirting with Models

Research Library of Newfound Research

Category: Fixed Income (Page 1 of 5)

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

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?

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.

Did Declining Rates Actually Matter?

It is often said that the bond bull market of the last 30 years was fueled by declining interest rates: but how much did declining rates actually matter?

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