by Nicolas Rabener | Sep 28, 2026 | Uncategorized
Multi-Factor Investing: Sequential Model Does the factor sequence matter? September 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The sequential model allows investors to select stocks that fulfill all criteria Performance and fundamentals of...
by Nicolas Rabener | Sep 21, 2026 | Uncategorized
Do AI and Machine Learning Funds Actually Outperform? Evaluating AI & ML-focused U.S. Equity Funds September 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY AI & ML-focused funds performed poorly AI-focused hedge funds have also underperformed...
by Nicolas Rabener | Sep 14, 2026 | Uncategorized
Long-Short vs Long-Only Factor Investing These are comparable, right? September 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Long-short and long-only factor returns vary significantly Differences are attributable to portfolio construction Matters...
by Nicolas Rabener | Sep 7, 2026 | Uncategorized
Factor Crash Risk: U.S. Momentum Factor Should investors be concerned about the recent strong factor performance? September 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Concentrated momentum portfolios have recently generated extreme returns The...
by Nicolas Rabener | Aug 31, 2026 | Uncategorized
EM Small-Cap Funds: A Niche Alpha Story? Evaluating active managers in less crowded markets August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 96% of the AUM in EM funds is allocated to global funds Intuitively, there should be more alpha...
