by Nicolas Rabener | Nov 12, 2018 | Uncategorized
Equity Factors: Reducing Portfolio Turnover Less Churn, More Returns? November 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Portfolio turnover of equity factors can be reduced significantly by trading more conservatively However, reducing turnover...
by Nicolas Rabener | Nov 5, 2018 | Uncategorized
The Odd Factors: Profitability & Investment Odd, but attractive? November 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The Profitability factor generated attractive returns in the US and Europe since 1990 It is difficult to explain why...
by Nicolas Rabener | Oct 26, 2018 | Uncategorized
The Dark Side of Low-Volatility Stocks Long Bonds? October 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Low-volatility stocks have outperformed the market over the last 25 years The strategy has reduced equity drawdowns in the US, Europe, and Japan...
by Nicolas Rabener | Oct 15, 2018 | Uncategorized
Improving the Odds of Value Tactical versus Strategic Allocations to Value October 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYValue investors earn a premium for holding undesirable stocksMarket skewness may identify periods where the premium is...
by Nicolas Rabener | Oct 8, 2018 | Uncategorized
Factor Investing in Micro & Small Caps Treasure Hunting in the Wild West of Equity Markets October 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Micro caps are commonly perceived as highly risky, but potentially also highly rewarding Smalls caps...
