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...
by Nicolas Rabener | Oct 28, 2024 | Uncategorized
Top Fee Generating, Wealth Creating and Destroying ETFs Documenting the wealth destruction of thematic investing October 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Market exposure ETFs generated the largest fees and shareholder wealth Thematic...
by Nicolas Rabener | Oct 21, 2024 | Uncategorized
Market-Neutral versus Smart Beta Factor Investing Don´t drop your shorts. October 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta multi-factor ETFs in the U.S. have consistently generated negative returns over the last 10 years In contrast,...
by Nicolas Rabener | Oct 14, 2024 | Uncategorized
Factor Exposure Analysis 102 Finding the optimal regression method for factor exposure analysis October 2024. Reading Time: 10 Minutes. Author: Abhik Roy, CFA. SUMMARY Different regression techniques can be used to measure factor exposures Linear regression provides...
