by Nicolas Rabener | Mar 2, 2020 | Uncategorized
ESG vs Low Carbon Investing Highlighting the Complexity of the Sustainable Investing March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY ESG and Low Carbon portfolios feature significant, but different sector & country biases Investors should...
by Nicolas Rabener | Feb 17, 2020 | Uncategorized
Venture Capital: Worth Venturing Into?Replicating Venture Capital Returns February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Venture capital returns are likely to be overstated Top-performing VC funds generated attractive returns, but are...
by Nicolas Rabener | Feb 10, 2020 | Uncategorized
Timing Low Volatility with Factor ValuationsHow Important Are Valuations for Expected Returns? February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factors can be valued like stocks or markets The Low Volatility factor in the US had the best...
by Nicolas Rabener | Feb 3, 2020 | Uncategorized
Sentiment & Factor PerformanceCan Factor Returns Be Improved via Big Data? February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Stock sentiment can be aggregated from public sources using a big data approach Results indicate that sentiment has...
by Nicolas Rabener | Jan 27, 2020 | Uncategorized
Liquidity & Factor Performance How Do Minimum Liquidity Requirements Impact Factor Returns? January 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most institutional investors can only trade the largest, most liquid stocks Introducing minimum...
