�ݺ�ߣshows by User: choffstein

�ݺ�ߣshows by User: choffstein / http://www.slideshare.net/images/logo.gif �ݺ�ߣshows by User: choffstein / Sun, 10 Dec 2017 15:06:07 GMT �ݺ�ߣShare feed for �ݺ�ߣshows by User: choffstein No Silver Bullets Presentation /slideshow/no-silver-bullets-presentation/83791411 newfoundresearch-nosilverbullets-171210150607
In a lower expected return environment, should we just accept lower withdrawal rates? In this presentation, we outline 8 simple ideas that when used together can potentially help make up the return gap.]]>
In a lower expected return environment, should we just accept lower withdrawal rates? In this presentation, we outline 8 simple ideas that when used together can potentially help make up the return gap.]]> Sun, 10 Dec 2017 15:06:07 GMT /slideshow/no-silver-bullets-presentation/83791411 choffstein@slideshare.net(choffstein) No Silver Bullets Presentation choffstein In a lower expected return environment, should we just accept lower withdrawal rates? In this presentation, we outline 8 simple ideas that when used together can potentially help make up the return gap. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/newfoundresearch-nosilverbullets-171210150607-thumbnail.jpg?width=120&height=120&fit=bounds" /> In a lower expected return environment, should we just accept lower withdrawal rates? In this presentation, we outline 8 simple ideas that when used together can potentially help make up the return gap.

No Silver Bullets Presentation from Corey Hoffstein

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0 Building an Unconstrained Sleeve /slideshow/building-an-unconstrained-sleeve/78373090 buildinganunconstrainedsleeve-170729173333
Combining unconstrained and tactical investment strategies to seek hedging, equity-like, and absolute-return style investment exposure. Explores how to combine tactical equity, minimum volatility, managed futures, risk parity, and other approaches.]]>
Combining unconstrained and tactical investment strategies to seek hedging, equity-like, and absolute-return style investment exposure. Explores how to combine tactical equity, minimum volatility, managed futures, risk parity, and other approaches.]]> Sat, 29 Jul 2017 17:33:33 GMT /slideshow/building-an-unconstrained-sleeve/78373090 choffstein@slideshare.net(choffstein) Building an Unconstrained Sleeve choffstein Combining unconstrained and tactical investment strategies to seek hedging, equity-like, and absolute-return style investment exposure. Explores how to combine tactical equity, minimum volatility, managed futures, risk parity, and other approaches. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/buildinganunconstrainedsleeve-170729173333-thumbnail.jpg?width=120&height=120&fit=bounds" /> Combining unconstrained and tactical investment strategies to seek hedging, equity-like, and absolute-return style investment exposure. Explores how to combine tactical equity, minimum volatility, managed futures, risk parity, and other approaches.

Building an Unconstrained Sleeve from Corey Hoffstein

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0 All About Factors & Smart Beta /slideshow/all-about-factors-smart-beta/73676991 allaboutfactorssmartbeta-170327014752
In All About Factors, we cover the basics of what factors are, where we expect them to derive their excess returns from, their advantages and disadvantages and if there is indeed any merit to this approach or if it just another Wall Street marketing gimmick. After covering the commonly accepted factors basics, we discuss expectations for factor investing, the theory as to why short-term pain must be present for long-term return, and some key considerations in moving from the academic research to creating investible portfolios. Also explored is the current on-going debate between industry titans Rob Arnott (Research Affiliates) and Cliff Asness (AQR) as to the efficacy of using valuation-based spreads to time factor exposures. Lastly, we look at some different methods that a retail investor can utilize smart-beta investing, by highlighting some of the current industry techniques for diversifying factor exposures and building a multi-factor portfolio. ]]>
In All About Factors, we cover the basics of what factors are, where we expect them to derive their excess returns from, their advantages and disadvantages and if there is indeed any merit to this approach or if it just another Wall Street marketing gimmick. After covering the commonly accepted factors basics, we discuss expectations for factor investing, the theory as to why short-term pain must be present for long-term return, and some key considerations in moving from the academic research to creating investible portfolios. Also explored is the current on-going debate between industry titans Rob Arnott (Research Affiliates) and Cliff Asness (AQR) as to the efficacy of using valuation-based spreads to time factor exposures. Lastly, we look at some different methods that a retail investor can utilize smart-beta investing, by highlighting some of the current industry techniques for diversifying factor exposures and building a multi-factor portfolio. ]]> Mon, 27 Mar 2017 01:47:52 GMT /slideshow/all-about-factors-smart-beta/73676991 choffstein@slideshare.net(choffstein) All About Factors & Smart Beta choffstein In All About Factors, we cover the basics of what factors are, where we expect them to derive their excess returns from, their advantages and disadvantages and if there is indeed any merit to this approach or if it just another Wall Street marketing gimmick. After covering the commonly accepted factors basics, we discuss expectations for factor investing, the theory as to why short-term pain must be present for long-term return, and some key considerations in moving from the academic research to creating investible portfolios. Also explored is the current on-going debate between industry titans Rob Arnott (Research Affiliates) and Cliff Asness (AQR) as to the efficacy of using valuation-based spreads to time factor exposures. Lastly, we look at some different methods that a retail investor can utilize smart-beta investing, by highlighting some of the current industry techniques for diversifying factor exposures and building a multi-factor portfolio. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/allaboutfactorssmartbeta-170327014752-thumbnail.jpg?width=120&height=120&fit=bounds" /> In All About Factors, we cover the basics of what factors are, where we expect them to derive their excess returns from, their advantages and disadvantages and if there is indeed any merit to this approach or if it just another Wall Street marketing gimmick. After covering the commonly accepted factors basics, we discuss expectations for factor investing, the theory as to why short-term pain must be present for long-term return, and some key considerations in moving from the academic research to creating investible portfolios. Also explored is the current on-going debate between industry titans Rob Arnott (Research Affiliates) and Cliff Asness (AQR) as to the efficacy of using valuation-based spreads to time factor exposures. Lastly, we look at some different methods that a retail investor can utilize smart-beta investing, by highlighting some of the current industry techniques for diversifying factor exposures and building a multi-factor portfolio.

All About Factors & Smart Beta from Corey Hoffstein

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0 Are bonds in a bubble? /slideshow/are-bonds-in-a-bubble/62439740 wajosiqhtc21rvcibnnk-signature-90e423518df0dd82b6d72c417e0161ce02779e16bafbd90a78b29052b5eb09ef-poli-160526183354
Asset bubbles: what are they, why do they exist, and what are their implications? With near record-low interest rates, Newfound Research presents our view as to whether we are in a bond bubble and the implications for investors going forward.]]>
Asset bubbles: what are they, why do they exist, and what are their implications? With near record-low interest rates, Newfound Research presents our view as to whether we are in a bond bubble and the implications for investors going forward.]]> Thu, 26 May 2016 18:33:54 GMT /slideshow/are-bonds-in-a-bubble/62439740 choffstein@slideshare.net(choffstein) Are bonds in a bubble? choffstein Asset bubbles: what are they, why do they exist, and what are their implications? With near record-low interest rates, Newfound Research presents our view as to whether we are in a bond bubble and the implications for investors going forward. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/wajosiqhtc21rvcibnnk-signature-90e423518df0dd82b6d72c417e0161ce02779e16bafbd90a78b29052b5eb09ef-poli-160526183354-thumbnail.jpg?width=120&height=120&fit=bounds" /> Asset bubbles: what are they, why do they exist, and what are their implications? With near record-low interest rates, Newfound Research presents our view as to whether we are in a bond bubble and the implications for investors going forward.

Are bonds in a bubble? from Corey Hoffstein

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0 The State of Risk Management /slideshow/the-state-of-risk-management/61988345 mv7pm5iwrgio5flrdu5q-signature-e974bec1a8f918e6df18a87ccc5607055022d8fdae5660e043fd83da16b4b67f-poli-160513141252
How effective is your method of managing portfolio risk? We compare and contrast different approaches – including fixed income, managed futures, low volatility equities, and tactical – to explore the relative protection they can deliver versus the return drag they can create.]]>
How effective is your method of managing portfolio risk? We compare and contrast different approaches – including fixed income, managed futures, low volatility equities, and tactical – to explore the relative protection they can deliver versus the return drag they can create.]]> Fri, 13 May 2016 14:12:52 GMT /slideshow/the-state-of-risk-management/61988345 choffstein@slideshare.net(choffstein) The State of Risk Management choffstein How effective is your method of managing portfolio risk? We compare and contrast different approaches – including fixed income, managed futures, low volatility equities, and tactical – to explore the relative protection they can deliver versus the return drag they can create. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/mv7pm5iwrgio5flrdu5q-signature-e974bec1a8f918e6df18a87ccc5607055022d8fdae5660e043fd83da16b4b67f-poli-160513141252-thumbnail.jpg?width=120&height=120&fit=bounds" /> How effective is your method of managing portfolio risk? We compare and contrast different approaches – including fixed income, managed futures, low volatility equities, and tactical – to explore the relative protection they can deliver versus the return drag they can create.

The State of Risk Management from Corey Hoffstein

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0 Smart Beta - Lessons from the Oracle of Omaha /slideshow/smart-beta-lessons-from-the-oracle-of-omaha/59938618 smartbeta-lessonsfromtheoracleofomaha-160323143704
A presentation given by Newfound Research at Investing in Smart Beta. ]]>
A presentation given by Newfound Research at Investing in Smart Beta. ]]> Wed, 23 Mar 2016 14:37:04 GMT /slideshow/smart-beta-lessons-from-the-oracle-of-omaha/59938618 choffstein@slideshare.net(choffstein) Smart Beta - Lessons from the Oracle of Omaha choffstein A presentation given by Newfound Research at Investing in Smart Beta. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/smartbeta-lessonsfromtheoracleofomaha-160323143704-thumbnail.jpg?width=120&height=120&fit=bounds" /> A presentation given by Newfound Research at Investing in Smart Beta.

Smart Beta - Lessons from the Oracle of Omaha from Corey Hoffstein

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0 https://cdn.slidesharecdn.com/profile-photo-choffstein-48x48.jpg?cb=1733235479 I am a co-founder of and Chief Investment Officer at Newfound Research. Founded in August 2008, Newfound Research is quantitative asset management firm based out of Boston, MA. Newfound was awarded 2016 ETF Strategist of the Year by ETF.com. Investing at the intersection of quantitative and behavioral finance, Newfound Research is dedicated to helping investors achieve their long-term goals with research-driven, quantitatively-managed portfolios, while simultaneously acknowledging that the quality of the journey is just as important as the destination. I am a frequent contributor to ETF.com’s Strategist Corner and Forbes.com’s Great Speculations blog. I also frequently speak at conf... thinknewfound.com https://cdn.slidesharecdn.com/ss_thumbnails/newfoundresearch-nosilverbullets-171210150607-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/no-silver-bullets-presentation/83791411 No Silver Bullets Pres... https://cdn.slidesharecdn.com/ss_thumbnails/buildinganunconstrainedsleeve-170729173333-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/building-an-unconstrained-sleeve/78373090 Building an Unconstrai... https://cdn.slidesharecdn.com/ss_thumbnails/allaboutfactorssmartbeta-170327014752-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/all-about-factors-smart-beta/73676991 All About Factors & Sm...