Practical analysis for investment professionals

Nicolas Rabener

Follow @FactorResearch on Twitter

36 Posts

Biography

Nicolas Rabener is the managing director of FactorResearch, which provides quantitative solutions for factor investing. Previously he founded Jackdaw Capital, a quantitative investment manager focused on equity market neutral strategies. Previously, Rabener worked at GIC (Government of Singapore Investment Corporation) focused on real estate across asset classes. He started his career working for Citigroup in investment banking in London and New York. Rabener holds an MS in management from HHL Leipzig Graduate School of Management, is a CAIA charter holder, and enjoys endurance sports (100km Ultramarathon, Mont Blanc, Mount Kilimanjaro).

Author's Posts
Less Efficient Markets = Higher Alpha?

Shouldn't less efficient capital markets with greater information asymmetries offer more alpha opportunities?

Equal- vs. Market Cap-Weighted Portfolios in Stock Market Crashes

How have equal- and market-cap weighted US equity portfolios performed relative to one another during downturns?

Myth-Busting: Equities Are an Inflation Hedge

How can investors hedge against inflation risk? Do equities offer any protection?

Avoiding Disaster with Catastrophe Bonds?

What role might catastrophe bonds, or cat bonds, play in a diversified portfolio?

Improving the Odds of Value Investing

So what is the value factor's key performance driver? Based on what evidence?

Myth-Busting: Money Printing Must Create Inflation

Shouldn't all the recent monetary and fiscal stimulus lead to higher inflation? Maybe not.

Myth-Busting: Earnings Don’t Matter Much for Stock Returns

The relationship between earnings and equity returns is more illusion than reality.

Myth-Busting: Low Rates Don’t Justify High Valuations

Lower interest rates may not, in fact, lead to higher P/E ratios.

The Value Factor’s Pain: Are Intangibles to Blame?

Are intangibles responsible for the poor performance of the value factor?

Aging and Equities: Selling Stocks for the Long Term

As the population ages, who will be left to buy stocks?



By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.

Close