by Nicolas Rabener | Apr 6, 2025 | Uncategorized
Combining Risk-Managed Equities and Managed Futures – II Do you need risk management for equities in a diversified portfolio? April 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Risk managing equities increases Sharpe ratios, but can decrease...
by Nicolas Rabener | Feb 3, 2025 | Uncategorized
Complexity is the Enemy of Investing A case study of a poorly designed portfolio from the world´s largest asset manager February 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Financial experts create complex portfolios to justify their fees However,...
by Nicolas Rabener | Jan 20, 2025 | Uncategorized
Equal versus Market Cap-Weighted Stock Market Indices And the winner is? January 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equal-weighted stocks outperformed market cap-weighted stocks in 8/10 decades They were also more volatile, but generated...
by Nicolas Rabener | Dec 16, 2024 | Uncategorized
The Fallacy of Betting on the Best Stock Market Performance chasing is not a sound investment strategy December 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Many U.S.-based investors see no point in investing in international equities The U.S. has...
by Nicolas Rabener | Nov 25, 2024 | Uncategorized
Stock Selection versus Asset Allocation What matters more? November 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investors seem to spend more time on stock selection rather than asset allocation decisions However, small asset allocation...
