The Systematic Asset Allocation Legos
We’ve all heard them before – ‘Smart Beta,’ ‘Risk Premia,’ ‘Strategic Beta,’ ‘Factor Investing,’ ‘Thematic Strategies’ – words that now seem to headline many investment discussions, industry commentary and panel presentations.
Stay current with the latest from Axioma
Is Risk Really as Low as You Think?—Revisited
Our latest paper revisits a topic we wrote about earlier this year – with all the political and economic uncertainty around the world, why is volatility remaining so stubbornly low?
Anticipation and Expectation: What today’s risk analytics are all about
In this article, we outline four critical pillars of modern risk management systems, and we discuss the opportunities for risk teams that get it right.
I never thought of the yen as a safe-haven currency
When someone mentions the term “safe haven”, I immediately think of Switzerland. I imagine huge vaults, buried deep within the impregnable Swiss Alps—a place where money would be protected.