Practical analysis for investment professionals

Nicolas Rabener

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25 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
No Longer Superheroes? Twilight of the Bonds

With low, nil, or negative yields, how much can bonds still contribute to a portfolio?

Thematic Investing: Thematically Wrong?

Should investors consider thematic investing?

Venture Capital: Worth Venturing Into?

What do venture capital fund returns look like and what are some alternative ways to allocate to the asset class?

Private Equity: Fooling Some of the People All of the Time?

“This time is different” might be the four most dangerous words in investing. “Uncorrelated returns” may just be the two most lucrative.

Global Pension Funds: The Coming Storm

In a low-rate, low-return environment, how will public pension funds meet their obligations?

Do Activist Investors Create Value?

Could activism be the answer for active fund managers?

AI, What Have You Done for Us Lately?

Just how well have artificial intelligence (AI)-focused companies and AI-managed exchange-traded funds (ETFs) performed?

Smart Beta vs. Alpha + Beta

Can we create a simple and clean equity portfolio by separating alpha from beta?

How Painful Can Factor Investing Get?

The last 18 months have not been kind to factor investors, and multi-factor products — with an almost 20% decline — have provided little relief.

Indexing: Out with Tradition?

How do traditional and non-traditional indexing compare in the US stock market?



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