by Nicolas Rabener | Nov 6, 2017 | Uncategorized
Hedge Fund Factor Exposure & AlternativesAlternatives to Alternative Investments? November 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equity hedge fund returns have been disappointing over the last 14 years An exposure analysis shows no...
by Nicolas Rabener | Nov 3, 2017 | Uncategorized
Integrated Value, Growth & Quality PortfoliosSearching for Cheap, Fast Growing and High Quality Stocks. November 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Integrated Value, Growth & Quality portfolios generated attractive returns...
by Nicolas Rabener | Oct 27, 2017 | Uncategorized
Resist the Siren Call of High Dividend YieldsThe Dividend Factor Tends to Yield Negative Returns October 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Buying high yielding and selling low yielding stocks has been an attractive strategy since 2000...
by Nicolas Rabener | Oct 19, 2017 | Uncategorized
Factor Returns: Small vs Large CapsAre Factor Returns Limited to Small Caps? October 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY A frequent criticism of factor investing is that factor returns are stronger in small caps Our research highlights...
by Nicolas Rabener | Oct 12, 2017 | Uncategorized
Hedging Market Crashes with Factor ExposureNo Factor is a Panacea, but all are attractive Diversifiers October 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYNone of the factors consistently generated positive performance during recent market...
by Nicolas Rabener | Oct 6, 2017 | Uncategorized
Death, Taxes and Mean-ReversionWaiting for Volatility October 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. Notice: This research note was originally published in October 2017 and was updated in May 2018 as the results changed slightly due to more accurate...
