Tag: prospect theory
Portfolios are only optimal if investors can stick with them. We explore how we account for investor anxiety in portfolio optimization.
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.
Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies. We were founded in August 2008 and are based out of Boston, MA.
We work exclusively with institutions and financial advisors.
Visualizing the Anxiety of Active Strategies
By Corey Hoffstein
On March 6, 2017