by Nicolas Rabener | Sep 20, 2021 | Uncategorized
Are Stock Markets Becoming More Correlated? Depends on which data you’re looking at. September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The correlation of stock markets has stopped increasing since the GFC The Value and Momentum factors...
by Nicolas Rabener | Aug 30, 2021 | Uncategorized
Building an Inflation Portfolio Using Asset Classes Long commodities? August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY An inflation-proxy portfolio can be created by combining various asset classes Can be implemented efficiently via futures ...
by Nicolas Rabener | Aug 9, 2021 | Uncategorized
Building an Inflation Portfolio Using Stocks Identifying Inflation-Proxy Stocks August 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYAn inflation portfolio can be created by systematically selecting stocks correlated to inflationThis would have...
by Nicolas Rabener | Jul 19, 2021 | Uncategorized
Myth Busting: Equities are an Inflation Hedge Nominally yes, real no. July 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equities generated attractive nominal returns across all inflation regimes However, real returns were zero when inflation was...
by Nicolas Rabener | Apr 19, 2021 | Uncategorized
Myth-Busting: Money Printing Must Create Inflation Perhaps it just leads to lower returns. April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The link between central bank policy, money supply, and inflation seems to have changed QE money printing...
