Tag: bond risk premium
Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?
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.
Harvesting the Bond Risk Premium
By Nathan Faber
On August 5, 2019