Tag: specification
New research from Axioma suggests that less is more when it comes to style titlts, once again demonstrating the impact of specification vs style.
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.
Re-specifying the Fama French 3-Factor Model
By Nathan Faber
On December 16, 2019