Good versus Bad Value Stocks

Good versus Bad Value Stocks Trying to avoid value traps March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link.SUMMARYValue stocks can be easily filtered by applying quality...

Oh, Quality, Where Art Thou?

Oh, Quality, Where Art Thou? Highlighting the reduced upside but full downside capture of quality ETFs January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link. SUMMARY Quality...

Cheap vs Expensive Factors

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...

Minimum Correlation Factor Portfolios

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...

Black Swans, Major Events & Factor Returns

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...