by Nicolas Rabener | Feb 6, 2023 | Uncategorized
Growth ETFs: Performance & Factor Exposures Neither performance nor factor exposures are desirable. February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYGrowth ETFs are not very differentiated, despite growth having various interpretations34...
by Nicolas Rabener | Jun 16, 2020 | Uncategorized
Defensive & Diversifying Strategies: What Has Worked in 2020? Everyone’s true colors show eventually June 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published in ETF Stream’s Beyond Beta magazine. Here is...
by Nicolas Rabener | May 11, 2020 | Uncategorized
The Case Against Factor Investing Long Live Plain Beta? May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the Investments & Pensions Europe (IPE) magazine. Here is the link (without charts). SUMMARY Factor...
by Nicolas Rabener | Apr 20, 2020 | Uncategorized
Smart Beta Fixed Income ETFs Better than their Benchmarks? April 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor investing in fixed income has been heralded as the next frontier in asset managementSmart beta fixed income ETFs in the US manage...
by Nicolas Rabener | Jan 6, 2020 | Uncategorized
Factor Scoring Smart Beta ETFs Measuring the Value-for-Money Proposition of ETFs January 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The difference between the cheapest and most expensive smart beta ETF in the US is 59 bps on average Some smart...
