by Nicolas Rabener | Jun 30, 2023 | Uncategorized
Factor Olympics 2023 1H And the winner is… July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY All popular factors generated negative excess returns in 1H 2023 Small caps performed best, low-risk stocks worst Somewhat surprisingly, long-short...
by Nicolas Rabener | Jun 26, 2023 | Uncategorized
Can AI Explain Company Performance? A Horserace of AI Models June 2023. Reading Time: 10 Minutes. Authors: Wachi Bandara, PhD, Anshuma Chandak, Brandon Flannery. SUMMARY The rapid evolution of language models has the potential to revolutionise financial analysis GPT...
by Nicolas Rabener | Jun 19, 2023 | Uncategorized
Preferential Times for Preferred Income Strategies? Not all that glitters is gold June 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Preferred income funds offer exceptionally high yields However, the higher the yield, the lower the total return The...
by Nicolas Rabener | Jun 12, 2023 | Uncategorized
Diversification versus Hedging II Which one should investors pursue? June 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Ideally diversifying funds are uncorrelated and generate positive returns However, identifying such funds is more challenging...
by Nicolas Rabener | Jun 5, 2023 | Uncategorized
Diversification versus Hedging Same, same, but different? June 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Hedging and diversifying strategies have different objectives Downside betas can be used to differentiate these Alternative strategies have...
