Flirting with Models

The Research Library of Newfound Research

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Your Style-age May Vary

New research from Axioma suggests that less is more when it comes to style titlts, once again demonstrating the impact of specification vs style.

The Frustrating Law of Active Management

We introduce the Frustrating Law of Active Management: For a strategy to outperform in the long run, it has to underperform in the short run.

Managing Active Risk

When investors choose active managers, they introduce active risk into their portfolio, an extra risk that should be be accounted for in risk management.

Outperforming by Underperforming

Long-term outperformance and short-term underperformance are two sides of the same coin. The latter is necessary to achieve the former.

Politics, Investing, and the Rules of the Game

The rules of the game are crucial in politics. Investing is no different. Rules used for portfolio construction should match investor expectations.

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