by Nicolas Rabener | May 15, 2023 | Uncategorized
Emerging Market Funds: Same, Same, but Different? Divergent factor exposures May 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Emerging markets offer divergent factor exposures across and within regions Smart beta ETFs do not necessarily offer high...
by Nicolas Rabener | Feb 28, 2022 | Uncategorized
Momentum in Emerging Markets Reality < Theory February 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Long-short momentum investing highlights attractive performance in Asia and emerging markets However, realized excess returns are significantly...
by Nicolas Rabener | Oct 11, 2021 | Uncategorized
Less Efficient Markets = Higher Alpha? Stock picking is challenging everywhere October 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Emerging market mutual fund managers struggle to outperform EM hedge fund managers failed to generate meaningful...
by Nicolas Rabener | May 31, 2021 | Uncategorized
The Case Against EM Equities Questioning the emerging markets growth story June 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY EM equities are highly correlated to US stocks & high yield bonds, limiting diversification benefits They outperform...
by Nicolas Rabener | Jul 20, 2020 | Uncategorized
EM Equities vs Debt: Same, Same, but Different? Evaluating the Lure of Emerging Markets July 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYSome EM asset classes are highly correlated, to the point they can almost be considered interchangeableEM...
