by Nicolas Rabener | Mar 15, 2021 | Uncategorized
Multi-Strategy Hedge Funds: Equity in a Different Shade? Investigating the allocation skills of hedge fund managers March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors can outsource the hedge fund selection process to multi-strategy hedge...
by Nicolas Rabener | Mar 8, 2021 | Uncategorized
Does Financial Leverage Make Stocks Riskier? Part II Or asked differently, can companies boost returns via leverage? March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The most leveraged stocks were not riskier than the least leveraged ones on a...
by Nicolas Rabener | Mar 1, 2021 | Uncategorized
Good versus Bad Value Stocks Trying to avoid value traps March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value stocks can be easily filtered by applying quality metrics in order to sort out value traps Value & High Quality generated higher...
by Nicolas Rabener | Feb 22, 2021 | Uncategorized
Alpha Generation: The Search for the Unexplainable Equity Market Neutral Strategies Stripped February 2021. Reading Time: 10 Minutes. Author: Karl Rogers & Nicolas Rabener. This research note is a joint effort of ACE Capital Investments & Finominal. SUMMARY...
by Nicolas Rabener | Feb 19, 2021 | Uncategorized
Market Timing via the VRP? Stock Market Returns and the Variance Risk Premium January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Stock market returns were highly positive when the variance risk premium (VRP) was negative Returns were slightly...
by Nicolas Rabener | Feb 19, 2021 | Uncategorized
Oh, Quality, Where Art Thou? Highlighting the reduced upside but full downside capture of quality ETFs January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Quality and quality income ETFs have underperformed the S&P 500 since 2005 The most...
