by Nicolas Rabener | Feb 25, 2019 | Uncategorized
Minimum Variance Versus Low Volatility Benchmarking USMV February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe largest smart beta Low Volatility ETF is technically a Minimum Variance strategyLow Volatility and Minimum Variance have comparable...
by Nicolas Rabener | Feb 18, 2019 | Uncategorized
Factor Investing in Financials, Real Estate & MLPs Do Unique Sectors Offer Attractive Alpha Opportunities? February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Beating benchmarks is challenging for fund managers, even in unique sectors Factor...
by Nicolas Rabener | Feb 11, 2019 | Uncategorized
Smart Beta: Broken by Design? Investors Can’t Have Their Cake and Eat It Too February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta excess returns are different from factor returns The Low Volatility factor shows the highest...
by Nicolas Rabener | Feb 4, 2019 | Uncategorized
Can Value Investors Do Good? Combining ESG and Value Investing February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY ESG factors underperformed the Value factor and market since 2009 Integrating ESG in Value investing decreased returns, but...
by Nicolas Rabener | Jan 28, 2019 | Uncategorized
Value, Momentum & Carry Across Asset ClassesFarming is a Profession of Hope (Brian Brett). Investing, too. January 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Cross-asset multi-factor exposure might be an attractive diversifier for an equity...
by Nicolas Rabener | Jan 21, 2019 | Uncategorized
Corporate Debt in the Chinese Stock Market How levered are Chinese stocks? January 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY China exhibits the world’s highest corporate debt as % of GDP However, Chinese stocks are not significantly more...
