Flirting with Models

The Research Library of Newfound Research

Tag: momentum (Page 4 of 4)

Navigating Municipal Bonds With Factors

While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.

Multi-Factor: Mix or Integrate?

Which approach to building a multi-factor portfolio is best: mixed or integrated? The time-varying nature of factor premiums may be the key determinant.

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