Flirting with Models

Research Library of Newfound Research

Tag: factor

Diversification in Multi-Factor Portfolios

We explore new evidence about interaction effects in composite-based multi-factor portfolios and look into FTSE Russell's Tilt-Tilt integrated approach.

Capital Efficiency in Multi-factor Portfolios

Are integrated multi-factor portfolios more capital efficient than their mixed peers? In this blog post, we prove this statement for some broad assumptions.

Is That Leverage in My Multi-Factor ETF?

The debate rages on between the best way to build a multi-factor portfolio: mixed or integrated? Are integrated portfolios are more capital efficient?

Beware bad multi-factor products

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