New Frontier Institute Research Repository

New Frontier Institute

Research

The New Frontier Institute for Asset Management in Practice is designed to be a scholarly repository and resource for academics, investment professionals, and investors attempting to understand the evolution of quantitative asset management beginning in the late third of the 20th century.  Dr. Richard Michaud’s fifty-year legacy of published research and professional presentations represents the foundational archive of the Institute.  This research also represents the quantitative methods and procedures that have evolved and been put into practice with contributions by Robert Michaud and Dr. David Esch since New Frontier Advisors was established in 1999.

 

On this page you will find a fifty-year chronicle of all New Frontier Institute Research. Our repository contains books, journals, papers, and other significant works to help support your asset management or analytics process.  Explore the list of research in the left navigation menu.

Articles

Books

Courses

  • Efficient Asset Management:  10-week course, Richard Michaud, Boston Security Analysts Society, 1999

  • The Behavioral Finance Hoax: Two Days of Lectures, Richard Michaud, Boston Security Analysts Society, 2002.

  • Finance's Wrong Turn:  5-Week Course, Richard Michaud, CFA Society Boston, 2018.

Journals

Research Studies

Seminars

  • The Optimization Enigma: Is Optimized Optimal? Richard Michaud, Seminar on the Analysis of Security Prices, 1988.

  • Risk and Compound Return, Richard Michaud, Seminar on the Analysis of Security Prices, 2006.  

Technical Companions

Transcripts

White Papers