Flirting with Models

Research Library of Newfound Research

Category: Smart Beta (Page 1 of 5)

Factor Rotation: Possible, but Worth It?

Can factor rotation strategies time the ebb and flow of factor returns to create excess return and avoid drag? If they can, is it worth it?

Is dividend investing dangerous?

Dividend investing has grown in popularity: but is it founded on solid ground or is it bound to fail? We explore high dividend yield and dividend growth.

Momentum: Letting the Cheap Get Cheaper?

Can first-order effects of a momentum strategy help serve as a hedge to the potential sharpe repricing risks that occur in expensive market environments?

Capital Efficiency in Multi-factor Portfolios

Are integrated multi-factor portfolios more capital efficient than their mixed peers? In this blog post, we prove this statement for some broad assumptions.

Is That Leverage in My Multi-Factor ETF?

The debate rages on between the best way to build a multi-factor portfolio: mixed or integrated? Are integrated portfolios are more capital efficient?

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