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...
by Nicolas Rabener | Nov 4, 2019 | Uncategorized
Factor Investing in Emerging Markets Is It Worth It? November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The trends in factor performance are similar in emerging and developed markets Factor returns were higher in emerging than in developed...
by Nicolas Rabener | Oct 28, 2019 | Uncategorized
Factor Exposure Analysis 100: Holdings vs Regression-Based Searching for Truth October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor exposure analysis is essential for performance and risk contributionHowever, the results vary depending on...
by Nicolas Rabener | Oct 21, 2019 | Uncategorized
The Case Against Equity Income Funds Gaining Income While Losing Capital? October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equity income mutual funds have underperformed the S&P 500 since 1988 Especially on a post-tax basis Investors can...
by Nicolas Rabener | Oct 14, 2019 | Uncategorized
AI, What Have You Done for Me Lately? Hopefully AIs Dream of Making Money October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY AI-focused companies have underperformed markets AI-powered ETFs have generated unimpressive returns In contrast,...
by Nicolas Rabener | Oct 7, 2019 | Uncategorized
Low Volatility vs Option-Based Strategies Core Equity Alternatives October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Option-based strategies have similar characteristics to Low Volatility portfolios Combining these reduces idiosyncratic strategy...
