Steven Braun

Newfound Research

Chief Derivatives Risk Officer

380 Washington St.

2nd Floor

Wellesley, MA 02481

United States

http://www.thinknewfound.com

  • Newfound Research

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Rebalance Timing Luck: The (Dumb) Luck of Smart Beta

Number of pages: 22 Posted: 30 Sep 2020
Corey Hoffstein, Nathan Faber and Steven Braun
Newfound Research, Newfound Research and Newfound Research
Downloads 3,815 (4,562)

Abstract:

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Rebalancing, Calendar-Based Rebalancing, Partial Rebalancing, Portfolio Construction, Fixed-Mix Strategies, Staggered Rebalancing

2.

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

Number of pages: 26 Posted: 25 Jan 2023
Steven Braun, Corey Hoffstein, Roni Israelov and David Nze Ndong
Newfound Research, Newfound Research, NDVR, Inc. and NDVR, Inc.
Downloads 1,862 (14,651)

Abstract:

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Calendar-Based Rebalancing, Options, Portfolio Construction, Put-Spread Collars, Rebalance Timing Luck, Systematic Investing