by Nicolas Rabener | Apr 22, 2019 | Uncategorized
Replicating Famous Hedge Funds Do Hedge Funds Generate Alpha or Simply Provide Factor Exposure? April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Diverse hedge fund strategies can be replicated via factor-mimicking portfolios The analysis...
by Nicolas Rabener | Apr 15, 2019 | Uncategorized
Warren Buffett: The Greatest Factor Investor of All Time? How Much Alpha Did Warren Buffett Generate? April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY A factor exposure of Berkshire Hathaway reveals structural factor tilts Long Value, Size,...
by Nicolas Rabener | Apr 8, 2019 | Uncategorized
Multi-Factor Smart Beta ETFs A Recipe Only As Good As Its Ingredients April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors have leaned towards multi-factor over single-factor products in recent years The factor selection and portfolio...
by Nicolas Rabener | Apr 1, 2019 | Uncategorized
Factor Olympics Q1 2019And the Winner is… April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY2019 has started favorable for factor investors, compared to 2018Low Volatility generated the best and Value the worst performanceFactor performance...
by Nicolas Rabener | Mar 25, 2019 | Uncategorized
Black Swans, Major Events & Factor Returns How to Prepare For the Unexpected? March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY It is questionable if investors should prepare for catastrophic events Factor returns are almost random after black...
by Nicolas Rabener | Mar 18, 2019 | Uncategorized
Smart Beta Asset Allocation Models How to Allocate Smartly to Smart Beta? March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYMost smart beta strategies outperformed the market since 1990, but few have in recent yearsDiversifying across strategies...
