by Nicolas Rabener | Apr 29, 2019 | Uncategorized
Equity Factors & The Mighty US Dollar How Sensitive Are Factors to Changes in the USD? April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe US dollar had a slightly negative relationship with the stock market since 1996Some equity factors are...
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...
