At New Frontier, research, technology, and investments are all closely linked.

Our consistent innovation comes from our Investment Committee encountering open issues in modern finance, which are then analyzed by our Research Committee. The solutions developed by the Research Committee are then incorporated into our technology, which in turn is used by our Investment Committee. This open feedback loop allows us to approach practitioner problems with academic rigor. Our second signature technology, the patented Michaud-Esch Rebalancing method, and the consequent benefits to our portfolios, is one example of the success of our process. We continue to publish our research in peer-reviewed refereed journals of the highest repute, which encourages a transparent process.

Featured article: "The False Promise of Target Date Funds"

We show that, contrary to popular belief, investment glide paths with decreasing allocations to risky investments over time do not intrinsically reduce the volatility of wealth at a target date compared to other portfolio management plans. In spite of the derisking claim, risk from all investments, including those in earlier years, propagates forward to final wealth. Read more.

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Featured presentation: "Introduction to Michaud Resampled Efficient FrontierTM"

This presentation provides an overview of the patented investment process at the core of our portfolios. 

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