Practical analysis for investment professionals

Nicolas Rabener

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31 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
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?

Creating Anti-Fragile Portfolios

Is a portfolio long or short volatility? That question is becoming more and more critical.

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.