by Nicolas Rabener | Mar 28, 2022 | Uncategorized
Building a Diversified Portfolio for the Long-Term A Horse Race of Diversifying Strategies March 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most diversifying strategies fail to provide diversification benefits when most needed We build a...
by Nicolas Rabener | Mar 21, 2022 | Uncategorized
Risk-Managed Equity Exposure II One ETF to rule them all? March 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYRelying on single entry and exit signals for trading introduces model riskHowever, simple tactical asset allocation strategies are...
by Nicolas Rabener | Mar 14, 2022 | Uncategorized
Risk-Managed Equity Exposure Can we de-risk market downturns? February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Risk management overlays tend to reduce stock market returns However, they also can reduce drawdowns and increase Sharpe ratios...
by Nicolas Rabener | Nov 29, 2021 | Uncategorized
Building a Long-Term Equity Portfolio Market timing via factor investing November 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYWith a long-term time horizon, investors should consider alternatives to the market-cap weighted equity indicesA...
by Nicolas Rabener | Sep 13, 2021 | Uncategorized
Equal vs Market Cap-Weighted Portfolios in Stock Market Crashes And the winner is? September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There is no consensus whether an equal or market cap-weighted allocation model for stocks is superior Both...
