Flirting with Models

Research Library of Newfound Research

Category: Risk Management (Page 1 of 11)

Big Little Details

In investing we typically focus on the big details, but the little details can have an outsized impact on results when they have the chance to compound.

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.

Crisis Alpha: A Simple ETF Approach

Volatility-based exchanged-traded products can be combined in a systematic way to capture crisis alpha during market crashes.

Embracing Conflict in Asset Allocation

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

Market Timing with Value

Is it possible to perform market timing with value indicators? We explore a recently published AQR paper on the subject and highlight the salient points.

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