Fixed Income Factors II

Fixed Income Factors II Style versus traditional fixed income factors September 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There are style factors like value and traditional fixed income factors like term premium The correlations of these factors...

Fixed Income Factors

Fixed Income Factors AQR vs Robeco September 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor investing is less established in bond than in stock markets Comparing AQR & Robeco fixed income factors highlights significant differences...

GARP Investing: Golden or Garbage? II

GARP Investing: Golden or Garbage? II More the latter than the former unfortunately August 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Buying cheap growth stocks is intuitively appealing to investors Almost 50% of the US stocks are trading below a...