Flirting with Models

Research Library of Newfound Research

Tag: turnover

Fixed Income ETF Management Fees In A Different Light

Fees on fixed income ETFs may seem high at first blush but can often be justified by tighter bid/ask spreads and increased liquidity.

Does High Turnover Necessarily Imply Tax Inefficiency?

Portfolio turnover is only one aspect of estimating tax costs. High turnover may not imply high taxes if only a portion of the portfolio is turning over

Using Tracking Error Thresholds to Manage Turnover

If we decide when to trade based on the amount of tracking error, we can reduce portfolio turnover. However, the cost may be more tracking error!

Being Strategic about Tactical Allocations II: Inlay v Overlay

Tactical allocation strategies often suffer from high turnover. Our inlay method runs between rebalance dates to reduce turnover at minimum tracking error.

New Research Paper: Being Strategic About Tactical Allocations

In our white paper, Being Strategic About Tactical Allocations, we discuss a method of balancing turnover and tactical allocation decisions.
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