Flirting with Models

Research Library of Newfound Research

Tag: value (Page 1 of 5)

Factor Investing & The Bets You Didn't Mean to Make

Factor-based investment strategies seek to manage risk with diversification; completely unconstrained, however, they can be overwhelmed by unintended bets.

Value 2.0

Traditional value strategies may be fundamentally flawed in their construction. Value 2.0 indices fix some of these problems, but not all.

A Case Against Overweighting International Equity

Are relative valuations a good enough reason to overweight international equity exposure compared to U.S. equity exposure?

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.

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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