by Nicolas Rabener | Mar 5, 2023 | Uncategorized
Shorting Lousy Stocks = Lousy Returns? Even the worst stocks have their time in the limelight March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY Shorting stocks with poor...
by Nicolas Rabener | Jul 13, 2020 | Uncategorized
Cap-Weighted Benchmarks: Good Momentum Bets? No, they are not. July 2020. Reading Time: 10 Minutes. Author: Rodolfo Martell. SUMMARY After strong momentum rallies, investors frequently ask if cap-weighted benchmarks are good Momentum bets Factor exposure analysis...
by Nicolas Rabener | Apr 13, 2020 | Uncategorized
Low Vol-Momentum vs Value-Momentum PortfoliosBoring versus Cheap Winners April 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link.SUMMARYLow Vol-Momentum & Value-Momentum...
by Nicolas Rabener | Mar 9, 2020 | Uncategorized
LOVM Portfolios Around the World Betting On Boring Winners March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link. SUMMARY Low Volatility-Momentum portfolios outperformed markets...
by Nicolas Rabener | Dec 10, 2019 | Uncategorized
LOVM: Low Volatility-Momentum PortfoliosThe Factor Combination Creating the Least Amount of Emotional Pain? February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link.SUMMARYLow...