Flirting with Models

The Research Library of Newfound Research

Tag: strategy diversification

2 Ways to Lower Portfolio Drawdown

Portfolio drawdown can be reduced by allocating to strategies with lower drawdown, but low drawdown strategies are not the only way to manage downside risk.

The Ebb and Flow of Active Return Premia

Active return premia aim to capitalize on the persistence of factors (size, value, volatility and momentum). Diversification across factors is beneficial.
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