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).
The relationship between earnings and equity returns is more illusion than reality.
Lower interest rates may not, in fact, lead to higher P/E ratios.
Are intangibles responsible for the poor performance of the value factor?
As the population ages, who will be left to buy stocks?
Is a portfolio long or short volatility? That question is becoming more and more critical.
With low, nil, or negative yields, how much can bonds still contribute to a portfolio?
Should investors consider thematic investing?
What do venture capital fund returns look like and what are some alternative ways to allocate to the asset class?
“This time is different” might be the four most dangerous words in investing. “Uncorrelated returns” may just be the two most lucrative.
In a low-rate, low-return environment, how will public pension funds meet their obligations?