by Nicolas Rabener | Apr 28, 2025 | Uncategorized
Are Liquid Alts more than Diluted Equity Funds? The hidden costs of liquid alternative funds April 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most alternative funds feature correlations to equities that are too high Out of a sample of 500+ alt...
by Nicolas Rabener | Feb 24, 2025 | Uncategorized
Checking in Buffermania Do buffer funds protect on the downside yet participate on the upside? February 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The AUM of buffer funds has grown from $5bn to $50bn in four years Somewhat surprising, as these...
by Nicolas Rabener | Feb 10, 2025 | Uncategorized
A Horse Race of Low-Beta Equity Strategies Low beta is not low risk February 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Not all low-beta strategies offer lower risk than the stock market Most have generated lower Sharpe ratios than the stock...
