by Nicolas Rabener | Jun 22, 2026 | Uncategorized
Diversification vs De-Risking: Evidence across Asset Classes Do bonds diversify or only de-risk? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Diversification and de-risking are different concepts Most assets de-risk rather than diversify...
by Nicolas Rabener | Jun 15, 2026 | Uncategorized
Buy-the-Dip: Viable Strategy or Fallacy? Does fortune favor the bold? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Buying the dip has worked since the GFC However, it represents a poor investment strategy Max drawdowns of -70% were reached...
by Nicolas Rabener | Jun 8, 2026 | Uncategorized
Factor Exposure Analysis 119: Fixed Income Factors III What is driving bond funds? June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There are different approaches to fixed income factor exposure analysis None of these seems statistically superior...
by Nicolas Rabener | Jun 1, 2026 | Uncategorized
Managed Futures vs Factor Investing: A 100-Year Perspective Rethinking traditional asset allocation June 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Managed futures generated higher returns than a simple market-neutral multi-factor portfolio...
by Nicolas Rabener | May 25, 2026 | Uncategorized
Bonds vs Managed Futures: A 100-Year Perspective Rethinking traditional asset allocation May 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Managed futures generated a significantly higher long-term return than bonds U.S. Treasury Bonds experienced a...
