Flirting with Models

Research Library of Newfound Research

Tag: asset allocation (Page 1 of 2)

Impact of High Equity Valuations on Safe Retirement Withdrawal Rates

High valuations suggest that retirement withdrawal rates that were once safe may now deliver success rates that are no better than a coin flip

Managing Capital Market Assumption Risk

A robust portfolio is better than an optimal one. Mitigating the risk of incorrect capital market assumptions is important in mean variance optimization.

Embracing Conflict in Asset Allocation

Embracing conflict in asset allocation by using multiple approaches can help investors harvest the sizable benefits of process diversification.

It's 2017: Do You Know Where Your Risk Is?

In this research commentary, we perform a risk decomposition on traditional asset allocations and find exhibit extremely high risk concentrations.

Why You Should Hope for a Bear Market

Expected equity returns are depressed due to high valuations.  A significant bear market would move expected returns closer to historical norms. 

Page 1 of 2

You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.