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...
by Nicolas Rabener | Sep 30, 2020 | Uncategorized
Factor Exposure Analysis 101: Linear vs Lasso Regression Testing the effectiveness and sensitivity of linear regressions October 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Linear regression is widely used for factor exposure analysis However, a...
by Nicolas Rabener | Oct 28, 2019 | Uncategorized
Factor Exposure Analysis 100: Holdings vs Regression-Based Searching for Truth October 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFactor exposure analysis is essential for performance and risk contributionHowever, the results vary depending on...
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...
