by Nicolas Rabener | Jan 30, 2023 | Uncategorized
Equity & Bond Correlations – Higher than Assumed? It’s all a matter of perspective January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY Using monthly versus...
by Nicolas Rabener | Jan 16, 2023 | Uncategorized
Beta in Beta-Neutral Factors? The illusion of uncorrelated returns January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Beta-neutral value, momentum, and low volatility factors are currently highly correlated to the S&P 500 The correlation is...
by Nicolas Rabener | Jan 9, 2023 | Uncategorized
Alternative Credit Funds: Credible Alternatives? No AAA ratings in this space. January 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s Portfolio for the Future blog.SUMMARYAlternative...
by Nicolas Rabener | Dec 26, 2022 | Uncategorized
Research Compendium 2022 “If we knew what it was we were doing, it would not be called research, would it?” – Albert Einstein December 2022. Reading Time: 10 Minutes. Author: Finominal RESEARCH COMPENDIUM 2022 In 2022, we published more than 50...
by Nicolas Rabener | Sep 26, 2022 | Uncategorized
How Much Can You Lose with Bonds? A lot. September 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYBonds are typically considered safe investmentsHowever, there were decades of negative real returnsDrawdowns reached 50% for U.S. Treasuries and...
