by Nicolas Rabener | Sep 2, 2019 | Uncategorized
Improving the Odds of Value: II Tactical versus Strategic Allocations to Value September 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYValue investors earn a premium for holding undesirable stocksThe yield curve may identify periods where the premium...
by Nicolas Rabener | Aug 27, 2019 | Uncategorized
Factor Investing on Country Level Away with Stocks? August 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors can harvest returns from common equity factors on country level Returns are consistent when combined into a multi-factor portfolio...
by Nicolas Rabener | Aug 19, 2019 | Uncategorized
How Painful Can Factor Investing Get? Current vs Past Agonies August 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY A classic long-short, multi-factor portfolio has lost close to 20% since 2018 The drawdown is within expectations, but the recovery...
by Nicolas Rabener | Aug 5, 2019 | Uncategorized
Low Vol Factor: From Obscurity to Stardom Has Low Vol Changed Given the Rise in Popularity? August 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYGiven the popularity of Low Volatility, investors might expect structural shifts in the factor...
by Nicolas Rabener | Jul 30, 2019 | Uncategorized
Growth: Factor Investing Sinning? Paying for Emotional Happiness? July 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Growth stocks outperformed the US stock market since 1992 However, the higher returns are explained by higher betas The long-short...
