by Nicolas Rabener | Mar 16, 2020 | Uncategorized
EM Debt: To Hold, or Not to Hold?Exploring the Debt of Emerging Countries and Companies March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Hard currency emerging market debt outperformed local currency EM debt since 2013 EM government and corporate...
by Nicolas Rabener | Mar 11, 2020 | Uncategorized
Minimum Correlation Factor Portfolios The lower the factor correlation, the better? December 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Minimizing factor correlations is a common approach to creating multi-factor portfolios However, the...
by Nicolas Rabener | Mar 9, 2020 | Uncategorized
LOVM Portfolios Around the World Betting On Boring Winners March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Low Volatility-Momentum portfolios outperformed markets across regions over the last 30 years The combination model generated consistently...
by Nicolas Rabener | Mar 2, 2020 | Uncategorized
ESG vs Low Carbon Investing Highlighting the Complexity of the Sustainable Investing March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY ESG and Low Carbon portfolios feature significant, but different sector & country biases Investors should...
by Nicolas Rabener | Feb 17, 2020 | Uncategorized
Venture Capital: Worth Venturing Into?Replicating Venture Capital Returns February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Venture capital returns are likely to be overstated Top-performing VC funds generated attractive returns, but are...
by Nicolas Rabener | Feb 10, 2020 | Uncategorized
Timing Low Volatility with Factor ValuationsHow Important Are Valuations for Expected Returns? February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factors can be valued like stocks or markets The Low Volatility factor in the US had the best...
