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...
by Nicolas Rabener | Jul 7, 2025 | Uncategorized
Factor Valuations: Current vs Historical What’s cheap, what’s expensive? July 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Some factors are trading at historically low valuations Cheap stocks are cheap, high momentum and profitable...
by Nicolas Rabener | Jul 1, 2025 | Uncategorized
Factor Olympics 1H 2025 And the winner is… July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Only momentum generated meaningful excess returns year-to-date Value and small-cap stocks underperformed Market-neutral factor returns continue to be...
