by Nicolas Rabener | Jun 5, 2023 | Uncategorized
Diversification versus Hedging Same, same, but different? June 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Hedging and diversifying strategies have different objectives Downside betas can be used to differentiate these Alternative strategies have...
by Nicolas Rabener | May 22, 2023 | Uncategorized
Trend Following in Equities The trend is my friend, right? May 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Long-only trend following in equities was more effective than long-short trend following in the US Same for European and Asian stock markets...
by Nicolas Rabener | May 5, 2023 | Uncategorized
Finding Funds with Diversification Potential Downside versus upside betas May 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Downside betas do not help to identify diversifying strategies These need to be combined with upside betas Betas to the...
by Nicolas Rabener | Apr 17, 2023 | Uncategorized
Portfolio Allocations vs Risk Contributions What’s driving my portfolio? April 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investors analyze investment products based on their holdings However, holdings often misportray of what is...
by Nicolas Rabener | Mar 13, 2023 | Uncategorized
Multi-Strategy Hedge Funds: Jack of All Trades? Or Master of None? March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CAIA Association’s blog. SUMMARY A few select multi-strategy hedge funds generated...
