Flirting with Models

Research Library of Newfound Research

Category: Risk Management (Page 1 of 10)

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.

Should we celebrate rising rates?

Are rising rates something to fear or something to celebrate? In this post we explore the opportunities hidden in a rising rate environment.

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.

Rising Correlations and Tactical Asset Allocation

Tactical asset allocation can potentially add the most value when correlations between asset classes in the universe are high.

A shock to the covariance system

Modern portfolio theory relies on the assumption of normal returns. In this post we explore how to shock a covariance matrix to create fat tails.

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