Flirting with Models

Research Library of Newfound Research

Tag: allocation

Why allocating to negative expected excess return can be entirely rational

On its own, a negative return strategy will appear to be a losing proposition, but in the context of a full portfolio, allocating to it may be beneficial.

The Need for Tactical Solutions Across Generations: Millennials

Millennials should hold high equity allocations, but the financial crisis has left many of them underweight. Tactical solutions can put them back on track.

LeBron James, Sam Bowie, John Paxson and Portfolio Construction

In portfolio construction, each asset can play a defined role. While finding superstars works in basketball, portfolios succeed more with a balanced team.

New White Paper: “Allocating Under Uncertainty: Simple Heuristics & Complex Models”

Optimal portfolios can underperform more naive constructions due to parameter uncertainty and instability over time.
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