by Nicolas Rabener | Oct 27, 2025 | Uncategorized
Sensitivity Analysis 101 How sensitive is sensitivity analysis? October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Sensitivity analysis can highlight portfolio risks However, it is sensitive to data availability and assumptions Focusing on tail...
by Nicolas Rabener | Oct 20, 2025 | Uncategorized
Diversification with Cat Bonds? Harvesting insurance premiums October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors can now access catastrophe bonds through mutual funds and ETFs They have offered impressive returns with minimal drawdowns...
by Nicolas Rabener | Oct 13, 2025 | Uncategorized
Private Equity Performance Tracker: Q3 2025 PE vs. equities – and the winner is? October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Public equities have outperformed PE funds YTD However, the medium-term outlook favors PE funds Correlations...
by Nicolas Rabener | Oct 6, 2025 | Uncategorized
Factor Olympics Q3 2025 And the winner is… October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The momentum factor increased its leadership position The low volatility factor moved from second-best to worst performance Market-neutral factor...
by Nicolas Rabener | Sep 29, 2025 | Uncategorized
Style Analysis of Private Equity Funds How has private equity investing changed over time? September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Private equity investing has been compared to small-cap value investing One dataset validates this,...
by Nicolas Rabener | Sep 22, 2025 | Uncategorized
The VIX is low. So what? Volatility is not predictive of future returns. September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Some investors increase hedging when the VIX is low However, future returns were not negative when volatility was low...
