by Nicolas Rabener | Feb 11, 2019 | Uncategorized
Smart Beta: Broken by Design? Investors Can’t Have Their Cake and Eat It Too February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta excess returns are different from factor returns The Low Volatility factor shows the highest...
by Nicolas Rabener | Feb 4, 2019 | Uncategorized
Can Value Investors Do Good? Combining ESG and Value Investing February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY ESG factors underperformed the Value factor and market since 2009 Integrating ESG in Value investing decreased returns, but...
by Nicolas Rabener | Jan 28, 2019 | Uncategorized
Value, Momentum & Carry Across Asset ClassesFarming is a Profession of Hope (Brian Brett). Investing, too. January 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Cross-asset multi-factor exposure might be an attractive diversifier for an equity...
by Nicolas Rabener | Jan 21, 2019 | Uncategorized
Corporate Debt in the Chinese Stock Market How levered are Chinese stocks? January 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY China exhibits the world’s highest corporate debt as % of GDP However, Chinese stocks are not significantly more...
by Nicolas Rabener | Jan 5, 2019 | Uncategorized
An Anatomy of Smart Beta Value ETFs Can Value Investors Capture Factor Returns via Smart Beta? January 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta Value ETFs are relatively homogenous Some show high exposures to other equity factors,...
