Flirting with Models

The Research Library of Newfound Research

Tag: fragility

What do portfolios and teacups have in common?

By

On December 17, 2018

Volatility is one way to manage risk. How sensitive a portfolio is to small changes in inputs – a measure of its fragility – is another important measure.

Video Digest: When Simplicity Met Fragility

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On November 2, 2018

A video digest of our most recent weekly research commentary on the balancing act between robustness and fragility created by simplicity.

When Simplicity Met Fragility

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On October 29, 2018

Simplicity can be surprisingly robust, but too much simplicity can be surprisingly fragile. We explore the limits of simplicity in trend equity strategies.

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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.

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