Flirting with Models

Research Library of Newfound Research

Category: Portfolio Construction (Page 1 of 6)

Diversification in Multi-Factor Portfolios

We explore new evidence about interaction effects in composite-based multi-factor portfolios and look into FTSE Russell's Tilt-Tilt integrated approach.

Embracing Conflict in Asset Allocation

Embracing conflict in asset allocation by using multiple approaches can help investors harvest the sizable benefits of process diversification.

Should We Be Holding More Cash?

Modern portfolio theory helps us create a Sharpe optimal portfolio, but it also tells us that less risky portfolios should hold significant amounts of cash.

It's 2017: Do You Know Where Your Risk Is?

In this research commentary, we perform a risk decomposition on traditional asset allocations and find exhibit extremely high risk concentrations.

How to Not Ditch Your Investment Plan

Investing is one part skill and one part discipline. Setting proper expectations can improve discipline and help you not ditch your investment plan.

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