by Nicolas Rabener | Nov 18, 2019 | Uncategorized
Equity vs Bond IndicesA Case for Active Management in Fixed Income? November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYBond indices are frequently portrayed as featuring a lower quality composition than equity indicesAnalysing equity and bond...
by Nicolas Rabener | Nov 11, 2019 | Uncategorized
The Case Against REITS Are Real Estate Stocks Attractive for Diversification? November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Real estate stocks featured moderate correlations to stock markets over the last 30 years However, diversification...
by Nicolas Rabener | Nov 4, 2019 | Uncategorized
Factor Investing in Emerging Markets Is It Worth It? November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The trends in factor performance are similar in emerging and developed markets Factor returns were higher in emerging than in developed...
by Nicolas Rabener | Oct 28, 2019 | Uncategorized
Factor Exposure Analysis 100: Holdings vs Regression-Based Searching for Truth October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor exposure analysis is essential for performance and risk contributionHowever, the results vary depending on...
by Nicolas Rabener | Oct 21, 2019 | Uncategorized
The Case Against Equity Income Funds Gaining Income While Losing Capital? October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equity income mutual funds have underperformed the S&P 500 since 1988 Especially on a post-tax basis Investors can...
