Flirting with Models

Research Library of Newfound Research

Tag: smart beta (Page 1 of 2)

All About Factors & Smart Beta

A long-form presentation in which we explore factors (i.e. "smart beta"), covering both the basics of what they and more advanced topics of implementation.

Diversification in Multi-Factor Portfolios

We explore new evidence about interaction effects in composite-based multi-factor portfolios and look into FTSE Russell's Tilt-Tilt integrated approach.

Low Volatility is Not Low Risk

Volatility and risk are often treated as the same thing, but low volatility ETFs have many risks that investors may not be aware of.

Smart Beta in Fixed Income

Market-cap weighting is more nuanced in fixed income than in equities, making smart beta fixed income very desirable in a well-designed portfolio.

Should we embrace the "dark side" of factors?

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