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...
by Nicolas Rabener | Mar 16, 2018 | Uncategorized
Factor Exposure Analysis: Dow JonesDissecting the Dow March 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor exposure should be considered a source of returns as well as of riskFactor biases can be measured top-down or bottom-upThe results of the...
by Nicolas Rabener | Nov 6, 2017 | Uncategorized
Hedge Fund Factor Exposure & AlternativesAlternatives to Alternative Investments? November 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equity hedge fund returns have been disappointing over the last 14 years An exposure analysis shows no...
