Flirting with Models

The Research Library of Newfound Research

Tag: style premia

No Pain, No Premium

We explore the risk-based framework that gives risk to our philosophy of "no pain, no premium" and its implications for diversification.

A Gentle Guide to Global Tactical Asset Allocation

An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.

Four Important Details in Tactical Asset Allocation

We outline four important considerations that we believe can have an outsized impact on tactical asset allocation performance if ignored.

Duration Timing with Style Premia

Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?
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