by Nicolas Rabener | Jan 21, 2019 | Uncategorized
Corporate Debt in the Chinese Stock Market How levered are Chinese stocks? January 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY China exhibits the world’s highest corporate debt as % of GDP However, Chinese stocks are not significantly more...
by Nicolas Rabener | Apr 30, 2018 | Uncategorized
Equity Factors & InflationShould Factor Investors Prefer Inflation or Deflation? April 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor performance is impacted by inflation and deflation An inflationary environment is more attractive for...
by Nicolas Rabener | Mar 8, 2018 | Uncategorized
Equity Factors & GDP Growth Does Strong Economic Growth Equate to High Factor Returns? March 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Economic cycles have a clear impact on factor performance Some factors show pro-cyclical while others...
by Nicolas Rabener | Jul 7, 2017 | Uncategorized
Factors & Interest RatesFear Not the Rates… July 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There are no consistent relationships between Value, Size, Momentum and interest rates Applies to high and low and increasing and decreasing...
