by Nicolas Rabener | Sep 20, 2021 | Uncategorized
Are Stock Markets Becoming More Correlated? Depends on which data you’re looking at. September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by CAIA Association’s blog. Here is the link.SUMMARYThe...
by Nicolas Rabener | Sep 13, 2021 | Uncategorized
Equal vs Market Cap-Weighted Portfolios in Stock Market Crashes And the winner is? September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s Enterprising Investor blog. Here is...
by Nicolas Rabener | Apr 26, 2021 | Uncategorized
Factor Investing: The Truth Has Many Shades Scientific investing unfortunately isn’t that scientific. April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by ETF Stream’s Beyond Beta Magazine. Here is the...
by Nicolas Rabener | Jul 8, 2019 | Uncategorized
Indexing: Out with Tradition? Traditional vs Non-Traditional Indexing July 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 link.SUMMARYEqual and...
by Nicolas Rabener | Dec 10, 2018 | Uncategorized
Factor Optimization Pure versus Dirty Factors December 2018. Reading Time: 15 Minutes. Author: Nicolas Rabener. SUMMARYEquity factors exhibit sector biases and exposures to other common factorsA factor optimisation process allows investors to create pure...
