by Nicolas Rabener | May 20, 2019 | Uncategorized
Improving the Momentum Factor Can Momentum Be Fixed? May 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe performance of the Momentum factor in the US has been poor since 2000Fundamental valuation spreads were ineffective for improving the...
by Nicolas Rabener | Apr 8, 2019 | Uncategorized
Multi-Factor Smart Beta ETFs A Recipe Only As Good As Its Ingredients April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors have leaned towards multi-factor over single-factor products in recent years The factor selection and portfolio...
by Nicolas Rabener | Apr 1, 2019 | Uncategorized
Factor Olympics Q1 2019And the Winner is… April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY2019 has started favorable for factor investors, compared to 2018Low Volatility generated the best and Value the worst performanceFactor performance...
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...
