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...
by Nicolas Rabener | Mar 11, 2019 | Uncategorized
Garp Investing: Golden or Garbage? Cheap Growth Stocks – Too Good to Be True? March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY GARP aims to combine Growth and Value investing GARP stocks have outperformed the market since 1989 It is...
by Nicolas Rabener | Mar 4, 2019 | Uncategorized
Benchmarking Smart Beta ETFs Realized versus Theoretical Returns March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Long-only factor portfolios can be used for benchmarking smart beta ETFs Results highlight minor tracking errors Likely explained by...
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...
