by Nicolas Rabener | Dec 10, 2019 | Uncategorized
LOVM: Low Volatility-Momentum PortfoliosThe Factor Combination Creating the Least Amount of Emotional Pain? February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Low Volatility-Momentum portfolios in the US outperformed the stock market since 1989...
by Nicolas Rabener | Dec 9, 2019 | Uncategorized
How to Evaluate Smart Beta ETFs Measuring the Factor Bang for the Buck December 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta ETFs can be compared via a factor score, which relates fees to the factor exposure Value-focused ETFs in the US...
by Nicolas Rabener | Dec 2, 2019 | Uncategorized
Why Pension Funds & Millennials Should Avoid ESG Plain and Hidden Costs of ESG Investing December 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY ESG ETFs underperformed the stock market since 2005 Likely explained by higher fees, a constrained...
by Nicolas Rabener | Nov 25, 2019 | Uncategorized
Do Activists Investors Create Value?Analysing the Performance of Activist Investors November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Shareholder activism has not grown from a campaign or AUM perspective recently Activist funds have not...
by Nicolas Rabener | Nov 18, 2019 | Uncategorized
Equity vs Bond IndicesA Case for Active Management in Fixed Income? November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYBond indices are frequently portrayed as featuring a lower quality composition than equity indicesAnalysing equity and bond...
by Nicolas Rabener | Nov 11, 2019 | Uncategorized
The Case Against REITS Are Real Estate Stocks Attractive for Diversification? November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Real estate stocks featured moderate correlations to stock markets over the last 30 years However, diversification...
