by Nicolas Rabener | Sep 7, 2020 | Uncategorized
Volatility Hedge Funds: The Good, the Bad, and the Ugly Exploring strategies in the volatility space September 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Volatility hedge funds provided attractive diversification benefits for equity portfolios...
by Nicolas Rabener | Jul 27, 2020 | Uncategorized
Global Macro: Masters of the Universe? Evaluating the He-Mans of the Investment Industry July 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The alpha of global macro funds has been shrinking consistently over time However, correlations to equities...
by Nicolas Rabener | May 4, 2020 | Uncategorized
Merger Arbitrage: Arbitraged Away? Another Questionable Diversification Strategy May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY As AUM in merger arbitrage has increased, alpha decreased Investors can access merger arbitrage via hedge funds, bank...
by Nicolas Rabener | Apr 27, 2020 | Uncategorized
Tail Risk Hedge Funds Fix the roof while the sun is shining. April 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Tail risk funds tend to be most in demand when they are least attractive Short-term bonds provided similar benefits to tail risk funds...
by Nicolas Rabener | Feb 17, 2020 | Uncategorized
Venture Capital: Worth Venturing Into?Replicating Venture Capital Returns February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Venture capital returns are likely to be overstated Top-performing VC funds generated attractive returns, but are...
