by Nicolas Rabener | Aug 18, 2025 | Uncategorized
Measuring Macro Sensitivity Putting macro variables under the microscope August 2025. Reading Time: 10 Minutes. Author: Abhik Roy, CFA. SUMMARY Macro variables affect portfolios differently Betas and R2 vary significantly with lookback and frequency GDP growth and...
by Nicolas Rabener | Aug 11, 2025 | Uncategorized
Private Equity Without the Lag Creating an index of listed private equity funds with daily returns August 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Listed private equity funds can be used to create a PE index with daily returns Highly correlated...
by Nicolas Rabener | Aug 4, 2025 | Uncategorized
60/40 vs Leveraged Diversified Portfolio Leverage can cut both ways August 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Leverage is usually a destructive feature in investment products However, using leverage with diversified portfolios can help...
by Nicolas Rabener | Jul 28, 2025 | Uncategorized
How to Combine Alternative Strategies Risk parity versus equal-weight July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equal-weighting and risk parity are both reasonable weighting methodologies for alternatives This analysis does not show a...
by Nicolas Rabener | Jul 21, 2025 | Uncategorized
Risk versus Momentum-based Equity Allocations Which strategy prevails? July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Risk & momentum-based equity allocation strategies outperformed over the last 38 years However, the outperformance...
by Nicolas Rabener | Jul 14, 2025 | Uncategorized
Hedged vs Unhedged International Equity Exposures Should you hedge foreign currency exposures? July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY USD-hedged products have outperformed significantly recently However, history shows plenty of periods...
