Flirting with Models

The Research Library of Newfound Research

Tag: portfolio optimization

Maximizing Diversification

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On December 3, 2018

Maximum diversification is possible in portfolio construction, but its benefits are often ephemeral and out of line with investor objectives.

Optimizing for Anxiety

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On September 12, 2016

Portfolios are only optimal if investors can stick with them. We explore how we account for investor anxiety in portfolio optimization.

J.P. Morgan Outlook Implies Satellite Bonds Are King

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On September 6, 2016

J.P. Morgan's 2016 capital market assumptions imply that satellite bonds are king and core stocks and bonds must be complemented with alternative exposures.

Politics, Investing, and the Rules of the Game

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On March 14, 2016

The rules of the game are crucial in politics. Investing is no different. Rules used for portfolio construction should match investor expectations.

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