by Nicolas Rabener | Aug 3, 2020 | Uncategorized
Creating Anti-Fragile Portfolios Is Your Portfolio Long or Short Vol? August 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most asset classes are bets on economic growth Diversified endowment-style portfolios are essentially short volatility Long...
by Nicolas Rabener | Jun 16, 2020 | Uncategorized
Defensive & Diversifying Strategies: What Has Worked in 2020? Everyone’s true colors show eventually June 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Defensive smart beta strategies like Low Volatility did not offer much capital...
by Nicolas Rabener | May 26, 2020 | Uncategorized
Tactical ETFs: Tactfully No, Thank You? “Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” – Sun Tzu May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Tactical investing...
by Nicolas Rabener | Dec 16, 2019 | Uncategorized
Global Pension Funds: The Coming StormThe Gloomy Outlook for Returns & Pension Funds December 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The outlook for US equity and bond returns is low based on historical data The return assumptions of US...
by Nicolas Rabener | Nov 18, 2019 | Uncategorized
Equity vs Bond IndicesA Case for Active Management in Fixed Income? November 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYBond indices are frequently portrayed as featuring a lower quality composition than equity indicesAnalysing equity and bond...
