Flirting with Models

Research Library of Newfound Research

Category: Portfolio Construction (Page 1 of 11)

Factor Investing & The Bets You Didn't Mean to Make

Factor-based investment strategies seek to manage risk with diversification; completely unconstrained, however, they can be overwhelmed by unintended bets.

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.

Addressing Low Return Forecasts in Retirement with Tactical Allocation

Low return forecasts make risk management crucial. Tactical strategies have been effective in the past, and moderate allocations can make a big difference.

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