by Nicolas Rabener | May 18, 2020 | Uncategorized
Cheap vs Expensive Factors Are Expensive Factors More Risky? May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link.SUMMARYFactors can be valued like stocksFactor valuations have...
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 | Jul 30, 2019 | Uncategorized
Growth: Factor Investing Sinning? Paying for Emotional Happiness? July 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYGrowth stocks outperformed the US stock market since 1992However, the higher returns are explained by higher betasThe long-short...
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 | Mar 11, 2019 | Uncategorized
Garp Investing: Golden or Garbage? Cheap Growth Stocks – Too Good to Be True? March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s Enterprising Investor blog. Here is the...
