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...
by Nicolas Rabener | Jun 30, 2023 | Uncategorized
Factor Olympics 2023 1H And the winner is… July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY All popular factors generated negative excess returns in 1H 2023 Small caps performed best, low-risk stocks worst Somewhat surprisingly, long-short...
by Nicolas Rabener | Apr 3, 2023 | Uncategorized
Factor Olympics 2023 Q1 And the winner is… April 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY After a great 2022 for factor investing, this year has started negatively for all traditional factors Perhaps this can be attributed to a revival...
