by Nicolas Rabener | Sep 11, 2023 | Uncategorized
Factor Exposure Analysis 108: Fixed Income Factors II Style versus traditional fixed income factors September 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There are style factors like value and traditional fixed income factors like term premium The...
by Nicolas Rabener | Sep 4, 2023 | Uncategorized
Factor Exposure Analysis 107: Fixed Income Factors AQR vs Robeco September 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor investing is less established in bond than in stock markets Comparing AQR & Robeco fixed income factors highlights...
by Nicolas Rabener | Aug 14, 2023 | Uncategorized
GARP Investing: Golden or Garbage? II More the latter than the former unfortunately August 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Buying cheap growth stocks is intuitively appealing to investors Almost 50% of the US stocks are trading below a...
by Nicolas Rabener | Jul 24, 2023 | Uncategorized
When Hindsight Becomes Foresight: Replicating Investment Performance When the tide goes out, you just find equity exposure July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY...
by Nicolas Rabener | Jul 17, 2023 | Uncategorized
Replicating Popular Investment Strategies with Equities + Cash Many strategies are just offering diluted equity exposure July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most investment products offer straight or diluted exposure to the stock...
