Flirting with Models

The Research Library of Newfound Research

Tag: risk management (Page 2 of 9)

Taxes and Trend Equity

While tactical equity strategies are generally assumed to be tax inefficient, we document the historical capital gains profile of such an approach.

Trend Following in Cash Balance Plans

We explore the application of trend following, and the potential consistency improvements it can introduce, within the framework of a cash balance plan.

Measuring the Benefit of Diversification

A systematic approach for evaluating diversification leads to actionable, unbiased results based on a portfolio's objectives.

The State of Risk Management

We evaluate the state of risk management by exploring the historical performance of eight different risk-managed strategies over the last 20 years.

How to Benchmark Trend-Following

Benchmarking a trend-following strategy is difficult. The tendency is to compare it to an equity strategy, but this often leads to disappointment. We explore a better benchmark that allows investors to accurately measure performance and set expectations.
You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.