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).
While most of us may enjoy rooting for the Davids, we're probably better off betting on the Goliaths. Nicolas Rabener explains.
Do option-based strategies offer any value to investors?
From a factor perspective, what has driven Berkshire Hathaway's outperformance?
Do Growth at a Reasonable Price (GARP) strategies offer an attractive middle ground between Value and Growth?
Smart beta has an especially strong reality distortion field, says Nicolas Rabener.
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.
Liquid alternatives to private equity can be created simply by buying small, cheap, and levered stocks, Nicolas Rabener writes.
Low volatility may be a great marketing concept, but does it work as a strategy?
Does factor investing in micro- and small-cap stocks in the United States offer any additional alpha?
How do liquid alternatives perform from a risk-and-return perspective in the context of an equity portfolio?