by Nicolas Rabener | Feb 16, 2026 | Uncategorized
Low Volatility Funds: Lost Decade or Flawed Design? Long-only vs long-short low volatility strategies February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Low-volatility funds have generated poor absolute and risk-adjusted returns recently...
by Nicolas Rabener | Feb 9, 2026 | Uncategorized
Momentum Investing on Country Level Comparable to stock-based momentum? February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum-based country investing outperformed the MSCI ACWI However, the outperformance was highly inconsistent The...
by Nicolas Rabener | Feb 2, 2026 | Uncategorized
Gold & Silver: Buy-and-Hold vs Trend Following Not everything that glitters is gold February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Gold and silver had decades of exceptionally poor returns Applying a trend following strategy improved...
by Nicolas Rabener | Jan 26, 2026 | Uncategorized
Market Neutral Hedge Funds: Diversification or Overpriced Beta? Replicating equity market neutral funds January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equity market neutral generated positive and uncorrelated returns since 2008 However, the...
by Nicolas Rabener | Jan 19, 2026 | Uncategorized
Factor Exposure Analysis 118: Factor-based Return Attribution Analysis Measuring asset allocation and selection decisions January 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Traditional attribution analysis is sector-based However, this is not...
