Flirting with Models

The Research Library of Newfound Research

Tag: active management

How Much Accuracy Is Enough?

Pursuing higher accuracy in an investment strategy is not always enough to make the strategy good over the long run. Skew is also important to consider.

The Frustrating Law of Active Management

We introduce the Frustrating Law of Active Management: For a strategy to outperform in the long run, it has to underperform in the short run.

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