asset allocation Archives - Flirting with Models

Tag: asset allocation (Page 1 of 2)

Addressing Low Return Forecasts in Retirement with Tactical Allocation

By Nathan Faber

On September 25, 2017

Low return forecasts make risk management crucial. Tactical strategies have been effective in the past, and moderate allocations can make a big difference.

Impact of High Equity Valuations on Safe Retirement Withdrawal Rates

By Justin Sibears

On August 14, 2017

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

By Nathan Faber

On July 24, 2017

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

By Justin Sibears

On February 6, 2017

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?

By Corey Hoffstein

On January 9, 2017

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

While other asset managers focus on alpha, our first focus is on managing risk.

We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing “sequence risk” becomes even more important.

Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies. We were founded in August 2008 and are based out of Boston, MA.

We work exclusively with institutions and financial advisors.

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