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...
by Nicolas Rabener | Jun 14, 2021 | Uncategorized
Mid-Caps – The Hidden Champions? Analyzing the In-Betweener Stocks June 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Mid-cap stocks are less popular than small or large caps In the US, they only outperformed in one out of 10 decades Globally,...
by Nicolas Rabener | May 17, 2021 | Uncategorized
Managed Futures: Fast & Furious vs Slow & Steady Short vs long-term trend followers May 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Managed futures strategies aim to exploit short- or long-term trends Short-term trend followers are often...
