Flirting with Models

The Research Library of Newfound Research

Tag: style premia (Page 1 of 2)

Trend Following Active Returns

In this research note, we ask whether trend-following techniques can be applied to the active returns of long-only style portfolios.

Factors and the Glide Path

We derive a multi-asset and equity style-based glide path based upon an investor’s age and net-worth relative to their desired spending level.

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.

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