Flirting with Models

Research Library of Newfound Research

Tag: prospect theory

Visualizing the Anxiety of Active Strategies

We visualize the anxiety caused by relative performance of several popular factor tilts in comparison to standard market benchmarks.

Optimizing for Anxiety

Portfolios are only optimal if investors can stick with them. We explore how we account for investor anxiety in portfolio optimization.
You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.