by Nicolas Rabener | Jun 13, 2022 | Uncategorized
Factor Exposure Analysis 105: Sectors versus Factors Why do investors prefer factors over sectors? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors tend to talk more about sector than factor performance However, few investors conduct a...
by Nicolas Rabener | Jun 6, 2022 | Uncategorized
Factor Exposure Analysis 104: Fixed Income ETFs What is driving the risk & return of bond strategies? June 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor exposure analysis can be used in fixed income as easily as in equities More variables...
by Nicolas Rabener | Jun 25, 2021 | Uncategorized
Factor Exposure Analysis 103: Exploring Residualization Making the independent variables more independent. What? June 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Regression analysis is frequently subject to multicollinearity Independent variables...
by Nicolas Rabener | Apr 12, 2021 | Uncategorized
Time Machines for Investors Investing is all about time traveling April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors are challenged when evaluating investment opportunities with limited track records Factor exposure analysis can be used...
by Nicolas Rabener | Jan 11, 2021 | Uncategorized
Factor Exposure Analysis 102: More or Less Independent Variables? The challenges of regression analysis January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There are few alternatives to regression analysis when explaining investment performance...
