by Nicolas Rabener | May 19, 2025 | Uncategorized
Top vs Bottom-Ranked Factor Portfolios Do you need to own the highest-ranked stocks? May 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Intuitively, factor exposures should be maximized when seeking outperformance While this is true for momentum, it...
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...
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...
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...
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...
