Flirting with Models

Research Library of Newfound Research

Tag: tactical asset allocation (Page 1 of 2)

Failing Slow, Failing Fast, and Failing Very Fast

Failure to meet your financial objectives can take one of two forms: fast failure and slow failure. Failing fast involves suffering large losses at the wrong time as the result of taking too much risk. Failing slow involves achieving insufficient growth due to taking too little risk.

The Diversification Dangers of DIY Tactical

While DIY Tactical ETF strategies became popular after 2008, we often see implementations that fail to adequately diversify. We outline three ways in which we see this manifest: a failure to diversify what, how, and when.

Addressing Low Return Forecasts in Retirement with Tactical Allocation

Low return forecasts make risk management crucial. Tactical strategies have been effective in the past, and moderate allocations can make a big difference.

Combining Tactical Views with Black-Litterman and Entropy Pooling

For practitioners looking to implement tactical views in a coherent manner, Black-Litterman and Entropy Pooling may be attractive approaches.

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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