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...
by Nicolas Rabener | Oct 1, 2018 | Uncategorized
Factor Olympics Q3 2018 And the Winner is… October 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Global factor performance in the first three quarters of 2018 is comparable to 2017 However, regional factor performance diverges, reflecting...
by Nicolas Rabener | Sep 13, 2018 | Uncategorized
Short-Term Momentum in Equity Factors Does Short-Term Performance Chasing Work? September 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYShort-term momentum persists in common equity factorsThe persistence is strong in Value and Dividend YieldHowever,...
