by Nicolas Rabener | Oct 27, 2025 | Uncategorized
Sensitivity Analysis 101 How sensitive is sensitivity analysis? October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Sensitivity analysis can highlight portfolio risks However, it is sensitive to data availability and assumptions Focusing on tail...
by Nicolas Rabener | Aug 18, 2025 | Uncategorized
Measuring Macro Sensitivity Putting macro variables under the microscope August 2025. Reading Time: 10 Minutes. Author: Abhik Roy, CFA. SUMMARY Macro variables affect portfolios differently Betas and R2 vary significantly with lookback and frequency GDP growth and...
by Nicolas Rabener | Aug 28, 2023 | Uncategorized
The Trouble with Forecasting House Prices Complex and complicated, but the outlook is poor September 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY House price growth is based on supply & demand imbalances or speculation Residential property...
by Nicolas Rabener | Mar 20, 2023 | Uncategorized
Myth-Busting: The Economy Drives the Stock Market Wait, what else drives it? March 2023 Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY US real GDP growth and US stock market...
by Nicolas Rabener | Jul 18, 2022 | Uncategorized
Evaluating Inflation Hedges More diverse than expected July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYDespite being different metrics, CPI and breakeven inflation rates exhibited the same trends since 2003The securities with high betas to...
