by Nicolas Rabener | Apr 22, 2019 | Uncategorized
Replicating Famous Hedge Funds Do Hedge Funds Generate Alpha or Simply Provide Factor Exposure? April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Diverse hedge fund strategies can be replicated via factor-mimicking portfolios The analysis...
by Nicolas Rabener | Apr 15, 2019 | Uncategorized
Warren Buffett: The Greatest Factor Investor of All Time? How Much Alpha Did Warren Buffett Generate? April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY A factor exposure of Berkshire Hathaway reveals structural factor tilts Long Value, Size,...
by Nicolas Rabener | Dec 10, 2018 | Uncategorized
Factor Optimization Pure versus Dirty Factors December 2018. Reading Time: 15 Minutes. Author: Nicolas Rabener. SUMMARYEquity factors exhibit sector biases and exposures to other common factorsA factor optimisation process allows investors to create pure...
by Nicolas Rabener | Aug 13, 2018 | Uncategorized
Factor Exposure: Smart Beta ETFs vs Mutual FundsDo Active Managers Provide Higher Factor Exposure than ETFs? August 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors can express factor views via smart beta ETFs or mutual funds Some mutual...
by Nicolas Rabener | Jul 22, 2018 | Uncategorized
ETFs, Smart Beta & Factor ExposureDo Smart Beta ETFs Provide the Desired Factor Exposure? July 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor exposure analysis can be used to derive factor themesSmart beta ETFs offer relatively low factor...
