by Nicolas Rabener | Sep 8, 2025 | Uncategorized
Private Equity Managers vs Private Equity Funds Is it better to bet on Blackstone or with Blackstone? September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Private equity managers have performed worse than private equity funds However, both have...
by Nicolas Rabener | Aug 11, 2025 | Uncategorized
Private Equity Without the Lag Creating an index of listed private equity funds with daily returns August 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Listed private equity funds can be used to create a PE index with daily returns Highly correlated...
by Nicolas Rabener | Jul 28, 2025 | Uncategorized
How to Combine Alternative Strategies Risk parity versus equal-weight July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equal-weighting and risk parity are both reasonable weighting methodologies for alternatives This analysis does not show a...
by Nicolas Rabener | Apr 28, 2025 | Uncategorized
Are Liquid Alts more than Diluted Equity Funds? The hidden costs of liquid alternative funds April 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most alternative funds feature correlations to equities that are too high Out of a sample of 500+ alt...
by Nicolas Rabener | Jan 13, 2025 | Uncategorized
How Much Should You Allocate to Managed Futures? 10%! More? 20%! More? 30%! Even More? January 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY CTAs have achieved equities-like returns over the long-term They are excellent diversifiers given low...
