Flirting with Models

The Research Library of Newfound Research

Tag: active returns

New Research Paper: Minimizing Timing Luck with Portfolio Tranching

A new research paper exploring the role of tranching in minimizing timing luck in portfolio rebalancing.

The Ebb and Flow of Active Return Premia

Active return premia aim to capitalize on the persistence of factors (size, value, volatility and momentum). Diversification across factors is beneficial.
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