by Nicolas Rabener | Sep 19, 2022 | Uncategorized
Inflation-Linked Bonds for Inflationary Periods? Interest rate versus inflation rate sensitivity September 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYInflation-linked bonds are considered inflation-hedgesHowever, these have lost almost as much as...
by Nicolas Rabener | Jul 18, 2022 | Uncategorized
Evaluating Inflation Hedges More diverse than expected July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYDespite being different metrics, CPI and breakeven inflation rates exhibited the same trends since 2003The securities with high betas to...
by Nicolas Rabener | Dec 6, 2021 | Uncategorized
Stock Market Returns and Volatility Is volatility a friend or foe? December 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYAverage stock market returns are similar regardless if volatility was high or lowHowever, given skewed returns, it was not...
by Nicolas Rabener | Nov 15, 2021 | Uncategorized
Inflation-Themed ETFs: As Complicated as Inflation Good proxies for inflation? November 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Given the importance of inflation as a topic, there are surprisingly few inflation-themed ETFs The few available...
by Nicolas Rabener | Aug 30, 2021 | Uncategorized
Building an Inflation Portfolio Using Asset Classes Long commodities? August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY An inflation-proxy portfolio can be created by combining various asset classes Can be implemented efficiently via futures ...
