by Nicolas Rabener | Mar 11, 2020 | Uncategorized
Minimum Correlation Factor Portfolios The lower the factor correlation, the better? December 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link.SUMMARYMinimizing factor correlations...
by Nicolas Rabener | Oct 21, 2019 | Uncategorized
The Case Against Equity Income Funds Gaining Income While Losing Capital? October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYEquity income mutual funds have underperformed the S&P 500 since 1988Especially on a post-tax basisInvestors can...
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. This research note was originally published by the CAIA Association’s AllAboutAlpha blog. Here is the link. SUMMARY It is...
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. SUMMARYBuying high yielding and selling low yielding stocks has been an attractive strategy since...
