by Nicolas Rabener | May 3, 2021 | Uncategorized
60/40 Portfolios Without Bonds Time for Kingslaying. May 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s AllAboutAlpha blog. Here is the link. SUMMARY Bonds have become less useful in asset...
by Nicolas Rabener | Apr 26, 2021 | Uncategorized
Factor Investing: The Truth Has Many Shades Scientific investing unfortunately isn’t that scientific. April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The data from Professor French has laid the foundation for factor investing However, over...
by Nicolas Rabener | Apr 19, 2021 | Uncategorized
Myth-Busting: Money Printing Must Create Inflation Perhaps it just leads to lower returns. April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The link between central bank policy, money supply, and inflation seems to have changed QE money printing...
by Nicolas Rabener | Apr 12, 2021 | Uncategorized
Time Machines for Investors Investing is all about time traveling April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors are challenged when evaluating investment opportunities with limited track records Factor exposure analysis can be used...
by Nicolas Rabener | Apr 5, 2021 | Uncategorized
Factor Olympics Q1 2021 And the winner is… April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Q1 2021 featured a major factor rotation Value & Size, the losers of previous years, are leading the scoreboard In contrast, Momentum, Quality,...
by Nicolas Rabener | Mar 22, 2021 | Uncategorized
Myth-Busting: Earnings Don’t Matter Much for Stock Returns If earnings don’t matter, what does then? March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There is no strong relationship between stock returns and earnings This is...
