Flirting with Models

The Research Library of Newfound Research

Tag: rebalancing

Harvesting the Bond Risk Premium

The term premium for bonds is difficult to caputre without de-risking a portfolio. Using levered ETPs can help maintain equity exposure while adding bonds.

New Research Paper: Minimizing Timing Luck with Portfolio Tranching

A new research paper exploring the role of tranching in minimizing timing luck in portfolio rebalancing.

Questioning Your Most Dangerous Assumptions: Does Rebalancing Add Value?

Does annual portfolio rebalancing actually add value over the long run? We analyze market returns over the last 50 years to find out.

The Importance of Rebalancing in Long/Short Portfolios

The frequency of rebalancing a long/short portfolio can have a dramatic impact on performance. An investor must align rebalances with their objectives.
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