Flirting with Models

The Research Library of Newfound Research

Tag: regression

Sleuthing Out Allocations

Backing out allocations of an investment strategy can be hard but assuming an average value can be riskier. Simplicity must be balanced with applicability.

It’s 2017: Do You Know Where Your Risk Is?

In this research commentary, we perform a risk decomposition on traditional asset allocations and find exhibit extremely high risk concentrations.

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