by Nicolas Rabener | Sep 29, 2025 | Uncategorized
Style Analysis of Private Equity Funds How has private equity investing changed over time? September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Private equity investing has been compared to small-cap value investing One dataset validates this,...
by Nicolas Rabener | Sep 22, 2025 | Uncategorized
The VIX is low. So what? Volatility is not predictive of future returns. September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Some investors increase hedging when the VIX is low However, future returns were not negative when volatility was low...
by Nicolas Rabener | Sep 15, 2025 | Uncategorized
Risk-Managed Equity Exposure III Valuation-sensitive tactical asset allocation September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY TAA strategies can reduce risk, but also underperform significantly Typically these are tailored for bear markets,...
by Nicolas Rabener | Sep 8, 2025 | Uncategorized
Private Equity Managers vs Private Equity Funds Is it better to bet on Blackstone or with Blackstone? September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Private equity managers have performed worse than private equity funds However, both have...
by Nicolas Rabener | Sep 1, 2025 | Uncategorized
Active Share vs Tracking Error Does more active management lead to higher outperformance? September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Active funds need to become active to justify their fees There is no relationship between being more...
