Flirting with Models

The Research Library of Newfound Research

Category: Risk Management (Page 4 of 11)

Dynamic Spending in Retirement Monte Carlo

Accounting for potential dynamic spending in retirement in the planning process can paint a better picture of retirement success and failure.

The Path-Dependent Nature of Perfect Withdrawal Rates

The perfect withdrawal rate in a retirement portfolio contains more risk than meets the eye. The order of returns is extremely important.

Trend Following in Cash Balance Plans

We explore the application of trend following, and the potential consistency improvements it can introduce, within the framework of a cash balance plan.

The Monsters of Investing: Fast and Slow Failure

Investors must navigate between the risks of failing fast and slow. Knowing which is most likely to prey on you can inform portfolio design.

G̷̖̱̓́̀litch

The convexity of trend may be more crisis beta than crisis alpha, where the nature of the crisis is defined by the speed of the trend following system.

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