by Nicolas Rabener | Jul 8, 2019 | Uncategorized
Indexing: Out with Tradition? Traditional vs Non-Traditional Indexing July 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equal and fundamentally weighted equity indices outperformed market cap weighted in the US since 1990 The higher returns are...
by Nicolas Rabener | Mar 18, 2019 | Uncategorized
Smart Beta Asset Allocation Models How to Allocate Smartly to Smart Beta? March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYMost smart beta strategies outperformed the market since 1990, but few have in recent yearsDiversifying across strategies...
by Nicolas Rabener | Nov 26, 2018 | Uncategorized
Tactical Statistical Arbitrage Tactical versus Strategic Exposure November 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYStatistical arbitrage behaves similarly across marketsVolatility is the main performance driverAttractive strategy for...
by Nicolas Rabener | Aug 29, 2018 | Uncategorized
Chasing Mutual Fund Performance Follow the Momentum? September 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Mutual funds exhibit momentum when measured by their one-year performance Momentum disappears when more reasonable fund selection criteria...
by Nicolas Rabener | Jun 1, 2018 | Uncategorized
Market Timing with Multiples, Momentum & VolatilityGetting Comfortable with High Equity Multiples June 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYEquity multiples have been elevated in recent yearsUsing valuation multiples for allocation...
