by Nicolas Rabener | Apr 13, 2026 | Uncategorized
Intended vs Unintended Effects of Equal-Weighting Stocks Betting against momentum? April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equal-weighting beats market cap-weighting over the long term However, there is no performance consistency Comes...
by Nicolas Rabener | Apr 5, 2026 | Uncategorized
Factor Olympics Q1 2026 And the winner is… April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value was the best, and growth the worst-performing factor Long-short & smart beta factor investing generated strong excess returns Rare to see...
by Nicolas Rabener | Mar 9, 2026 | Uncategorized
Quality Stocks in Emerging Markets Superior returns from betting on good business models? March 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There is a clear rationale for high-quality stocks in emerging markets However, these stocks gave up most...
by Nicolas Rabener | Mar 2, 2026 | Uncategorized
Multi-Factor Investing in Emerging Markets More attractive than in developed markets? March 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor investing produced higher returns in EM than in developed markets Factor premia were large even over...
by Nicolas Rabener | Feb 16, 2026 | Uncategorized
Low Volatility Funds: Lost Decade or Flawed Design? Long-only vs long-short low volatility strategies February 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Low-volatility funds have generated poor absolute and risk-adjusted returns recently...
