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...
by Nicolas Rabener | Aug 24, 2026 | Uncategorized
Multi-Factor Investing: Intersectional vs Combination Models Which one is superior? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Long-short multi-factor funds are at all-time highs Long-only smart beta funds have performed poorly recently...
by Nicolas Rabener | Aug 17, 2026 | Uncategorized
Factor Momentum II Does chasing factor performance work? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Chasing factor performance is a viable strategy Provides diversification benefits given a low correlation with equities Some skepticism is...
by Nicolas Rabener | Aug 10, 2026 | Uncategorized
Factor Exposure Analysis 120: Risk & Return Contribution Analysis of Fixed Income Strategies Bonds provide uncorrelated returns to stocks, right? August 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Fixed income markets are diverse, and so are...
