Flirting with Models

Research Library of Newfound Research

Tag: factors (Page 1 of 4)

Value 2.0

Traditional value strategies may be fundamentally flawed in their construction. Value 2.0 indices fix some of these problems, but not all.

Factors & Financial Planning

Factors are often discussed as a means to potential enhance portfolio return; but how should factors be combined when portfolio goals are considered?

Navigating Municipal Bonds With Factors

We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.

Why quants don't pick stocks

Why don't quants pick stocks? Quants prefer to look for broad characteristics where they can diversify away idiosyncratic risk.

A Simulation-Based Rebuttal to Research Affiliates

Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?

Page 1 of 4

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