by Nicolas Rabener | Aug 21, 2018 | Uncategorized
How Crowded are Tech Stocks? A Systematic Approach to Measuring Peak Investor Interest August 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s Enterprising Investor blog. Here is the link....
by Nicolas Rabener | Jul 4, 2018 | Uncategorized
Factor Crowding ModelMob Management Measures July 2018. Reading Time: 15 Minutes. Author: Nicolas Rabener. SUMMARYCrowded factors exhibit higher drawdowns than uncrowded factorsA multi-metric approach can be successfully applied to measure factor crowdingEffective in...
by Nicolas Rabener | Jun 21, 2018 | Uncategorized
Measuring Factor Crowding via ValuationsInvestigating Crowd Control Measures for Factor Investing June 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFundamental factor valuations can be used to identify factor crowdingHowever, the approach does not...
