by Nicolas Rabener | Nov 2, 2020 | Uncategorized
The Dead versus the Living StocksMeasuring the Zombification of Stock Markets Around the World November 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Zombie stocks are a diverse group, both from a country and sector perspective Zombie stocks were...
by Nicolas Rabener | Sep 28, 2020 | Uncategorized
Does Financial Leverage Make Stocks Riskier? Or asked differently, can companies boost returns via leverage? September 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The leverage of US stocks has been increasing over the last four decades The most...
by Nicolas Rabener | Aug 12, 2019 | Uncategorized
Quant Strategies: Theory vs Reality Can Returns Seen in Research Be Achieved? August 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The live performance of quant strategies is significantly worse than in backtesting Factor investing returns from...
by Nicolas Rabener | Nov 19, 2018 | Uncategorized
The Rise of Zombie StocksThe Dead versus the Living November 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Zombie firms, where interest payments exceed operating profits, are on the rise Zombie stocks perform surprisingly well They are expensive,...
