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. SUMMARYEquity hedge fund returns have been disappointing over the last 14 yearsAn exposure analysis shows no...
by Nicolas Rabener | Oct 12, 2017 | Uncategorized
Hedging Market Crashes with Factor ExposureNo Factor is a Panacea, but all are attractive Diversifiers October 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYNone of the factors consistently generated positive performance during recent market...
