by Nicolas Rabener | Sep 15, 2025 | Uncategorized
Risk-Managed Equity Exposure III Valuation-sensitive tactical asset allocation September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY TAA strategies can reduce risk, but also underperform significantly Typically these are tailored for bear markets,...
by Nicolas Rabener | Jul 21, 2025 | Uncategorized
Risk versus Momentum-based Equity Allocations Which strategy prevails? July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Risk & momentum-based equity allocation strategies outperformed over the last 38 years However, the outperformance...
by Nicolas Rabener | Jul 14, 2025 | Uncategorized
Hedged vs Unhedged International Equity Exposures Should you hedge foreign currency exposures? July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY USD-hedged products have outperformed significantly recently However, history shows plenty of periods...
by Nicolas Rabener | Jun 10, 2025 | Uncategorized
Evaluating Metrics for Fund Selection Morningstar vs Lipper vs S&P Capital IQ… June 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The most popular fund selection metrics have no predictive power Unsurprisingly, fees matter Fund selection...
by Nicolas Rabener | May 26, 2025 | Uncategorized
Intersectional vs Sequential Multi-Factor Models And the winner is? May 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The intersectional and sequential multi-factor models generate comparable results The sequential ordering of factors matters less...
