Flirting with Models

Research Library of Newfound Research

Tag: value (Page 1 of 3)

All About Factors & Smart Beta

A long-form presentation in which we explore factors (i.e. "smart beta"), covering both the basics of what they and more advanced topics of implementation.

Visualizing the Anxiety of Active Strategies

We visualize the anxiety caused by relative performance of several popular factor tilts in comparison to standard market benchmarks.

Market Timing with Value

Is it possible to perform market timing with value indicators? We explore a recently published AQR paper on the subject and highlight the salient points.

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.

Multi-Factor: Mix or Integrate?

Which approach to building a multi-factor portfolio is best: mixed or integrated? The time-varying nature of factor premiums may be the key determinant.

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