Flirting with Models

The Research Library of Newfound Research

Tag: factors (Page 3 of 5)

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?

All About Factors & Smart Beta

A long-form presentation in which we explore factors (i.e. "smart beta"), covering both the basics of what they and more advanced topics of implementation.

Factor Rotation: Possible, but Worth It?

Can factor rotation strategies time the ebb and flow of factor returns to create excess return and avoid drag? If they can, is it worth it?

Should we embrace the “dark side” of factors?

What are Growth and Value?

Growth and value have intuitive definitions but can be quantified in many ways. A diversified approach can lead to more consistent performance over time
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