Practical analysis for investment professionals

Nicolas Rabener

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17 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
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?

The Case Against Small Caps

While most of us may enjoy rooting for the Davids, we're probably better off betting on the Goliaths. Nicolas Rabener explains.

Option-Based Strategies: Opt In or Opt Out?

Do option-based strategies offer any value to investors?

Warren Buffett: The Greatest Factor Investor of All Time?

From a factor perspective, what has driven Berkshire Hathaway's outperformance?

GARP Investing: Golden or Garbage?

Do Growth at a Reasonable Price (GARP) strategies offer an attractive middle ground between Value and Growth?

Smart Beta: Broken by Design?

Smart beta has an especially strong reality distortion field, says Nicolas Rabener.

ESG Investing: Too Good to Be True?

The notion that companies that care about the environment, look after their employees, and exhibit good governance outperform is likely a mirage, says Nicolas Rabener.

Private Equity: The Emperor Has No Clothes

Liquid alternatives to private equity can be created simply by buying small, cheap, and levered stocks, Nicolas Rabener writes.

The Dark Side of Low-Volatility Stocks

Low volatility may be a great marketing concept, but does it work as a strategy?



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