Finominal
  • RESEARCH
    • RESEARCH
  • Log in
Select Page

Factor Exposure Analysis 115: Measuring International Exposures

by Nicolas Rabener | May 12, 2025 | Uncategorized

Factor Exposure Analysis 115: Measuring International Exposures Should correlated independent variables be avoided? May 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Variables used in a factor exposure analysis should be uncorrelated However, adding...

Smart Beta ETFs vs Customized Factor Portfolios

by Nicolas Rabener | May 5, 2025 | Uncategorized

Smart Beta ETF vs Customized Factor Portfolios Reducing the risk of conflicting factor exposures May 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta ETFs have multiple factor exposures Combining these in a portfolio leads to factor...

Factor Exposure Analysis 114: Factor Offsetting

by Nicolas Rabener | Apr 14, 2025 | Uncategorized

Factor Exposure Analysis 114: Factor Offsetting Better to bet on fewer rather than many factors April 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Many factors feature structural negative correlations to others Combining smart beta strategies often...

Factor Exposure Analysis 113: Profitability vs Leverage Factors

by Nicolas Rabener | Mar 24, 2025 | Uncategorized

Factor Exposure Analysis 113: Profitability vs Leverage Factors What quality and growth factors should investors be using in a factor exposure analysis? March 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Funds’ factor betas change when using...

Factor Exposure Analysis 112: Quality vs Growth Factors

by Nicolas Rabener | Mar 16, 2025 | Uncategorized

Factor Exposure Analysis 112: Quality vs Growth Factors What equity factors should be used in a factor exposure analysis? March 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The number of independent factors in a factor exposure analysis is...
« Older Entries
  • Log in
  • Facebook
  • X
  • Instagram
  • RSS

Designed by Elegant Themes | Powered by WordPress