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).
In a low-rate, low-return environment, how will public pension funds meet their obligations?
Could activism be the answer for active fund managers?
Just how well have artificial intelligence (AI)-focused companies and AI-managed exchange-traded funds (ETFs) performed?
Can we create a simple and clean equity portfolio by separating alpha from beta?
The last 18 months have not been kind to factor investors, and multi-factor products — with an almost 20% decline — have provided little relief.
How do traditional and non-traditional indexing compare in the US stock market?
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?