by Nicolas Rabener | Jul 13, 2020 | Uncategorized
Cap-Weighted Benchmarks: Good Momentum Bets? No, they are not. July 2020. Reading Time: 10 Minutes. Author: Rodolfo Martell. SUMMARY After strong momentum rallies, investors frequently ask if cap-weighted benchmarks are good Momentum bets Factor exposure analysis...
by Nicolas Rabener | Jul 5, 2020 | Uncategorized
Factor Olympics 1H 2020 And the winner Is… July 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum & Quality are leading the performance scoreboard in 1H 2020 Value & Size generated negative returns, like in recent years Low...
by Nicolas Rabener | May 18, 2020 | Uncategorized
Cheap vs Expensive Factors Are Expensive Factors More Risky? May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factors can be valued like stocks Factor valuations have not changed structurally over the last 30 years Cheap factors outperformed...
by Nicolas Rabener | May 11, 2020 | Uncategorized
The Case Against Factor Investing Long Live Plain Beta? May 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor investing is likely the best option for investors seeking to outperform the market However, the cyclicality of factors makes factor...
by Nicolas Rabener | Apr 20, 2020 | Uncategorized
Smart Beta Fixed Income ETFs Better than their Benchmarks? April 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor investing in fixed income has been heralded as the next frontier in asset management Smart beta fixed income ETFs in the US manage...
