Flirting with Models

Research Library of Newfound Research

Tag: fragility

What do portfolios and teacups have in common?

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

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

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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