Flirting with Models

The Research Library of Newfound Research

Category: Value (Page 1 of 4)

Is Managed Futures Value-able?

Index Funds Reimagined?

A critical review of Research Affiliates's paper "Reimagining Index Funds," finding unintended style drift in the construction methodology.

Rebalance Timing Luck: The (Dumb) Luck of Smart Beta

Should I Stay or Should I Growth Now?

Value's recent under-performance has many managers saying that the style looks cheap. We explore the value-of-value through the lens of multiple metrics.

Re-specifying the Fama French 3-Factor Model

The standard definition of the value factor may not fully capture the abstract concept of value. Blending many metrics into one factor can be beneficial.

Page 1 of 4