by Nicolas Rabener | Dec 9, 2024 | Uncategorized
Improving Smart Beta Attribution Analysis II Differentiating between factor exposures versus factor returns December 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Attribution analysis is important for understanding the risk and return drivers of a...
by Nicolas Rabener | Dec 2, 2024 | Uncategorized
Improving Smart Beta Attribution Analysis Differentiating between factor exposures versus factor returns December 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Return contribution analysis helps understand the different return drivers and measure...
by Nicolas Rabener | Nov 25, 2024 | Uncategorized
Stock Selection versus Asset Allocation What matters more? November 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investors seem to spend more time on stock selection rather than asset allocation decisions However, small asset allocation...
by Nicolas Rabener | Nov 11, 2024 | Uncategorized
Combining Risk-Managed Equities and Managed Futures Do you need risk management for equities in a diversified portfolio? November 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Combining equities and managed futures has been an attractive combination...
by Nicolas Rabener | Nov 4, 2024 | Uncategorized
The Juggernaut Index Do the largest value creators outperform? November 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Selecting the top 10 stocks that created the most shareholder value is not a sound investment strategy Neither is selecting the top...
