by Nicolas Rabener | May 20, 2024 | Uncategorized
Skewness of Funds – Friend or Foe? It’s complicated. May 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Some funds exhibit strong skewness profiles Skewness is highly time-varying and not necessarily a negative criteria Should be measured...
by Nicolas Rabener | May 13, 2024 | Uncategorized
The Case Against Private Markets Who are we fooling with stale valuations? May 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There can be large discrepancies between private and public market valuations Blackstone’s Real Estate Income Trust...
by Nicolas Rabener | Apr 15, 2024 | Uncategorized
The Case Against a Cryptocurrency Allocation Why is the Maldivian Rufiyaa not going to the moon? April 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Bitcoin and Ethereum were often highly correlated to equities Active management in cryptocurrencies...
by Nicolas Rabener | Feb 26, 2024 | Uncategorized
Hedging Bear Markets & Crashes with Tail Risk ETFs Tail risk versus diversifying strategies February 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Tail risk ETFs have achieved similar return profiles despite different portfolios TAIL represents...
by Nicolas Rabener | Dec 18, 2023 | Uncategorized
Listed Private Equity ETFs: The Real Deal? Investing in versus with the KKRs, Blackstones, and Apollos of this world December 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Listed private equity companies have significantly underperformed It seems...
