by Nicolas Rabener | Mar 25, 2019 | Uncategorized
Black Swans, Major Events & Factor Returns How to Prepare For the Unexpected? March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY It is questionable if investors should prepare for catastrophic events Factor returns are almost random after black...
by Nicolas Rabener | Mar 11, 2019 | Uncategorized
Garp Investing: Golden or Garbage? Cheap Growth Stocks – Too Good to Be True? March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY GARP aims to combine Growth and Value investing GARP stocks have outperformed the market since 1989 It is...
by Nicolas Rabener | Mar 4, 2019 | Uncategorized
Benchmarking Smart Beta ETFs Realized versus Theoretical Returns March 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYLong-only factor portfolios can be used for benchmarking smart beta ETFsResults highlight minor tracking errorsLikely explained by...
by Nicolas Rabener | Feb 18, 2019 | Uncategorized
Factor Investing in Financials, Real Estate & MLPs Do Unique Sectors Offer Attractive Alpha Opportunities? February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Beating benchmarks is challenging for fund managers, even in unique sectors Factor...
by Nicolas Rabener | Feb 11, 2019 | Uncategorized
Smart Beta: Broken by Design? Investors Can’t Have Their Cake and Eat It Too February 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Smart beta excess returns are different from factor returns The Low Volatility factor shows the highest...
