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.

Posted 07.20.17 Alessandro Michelini

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 07.17.17 Melissa Brown, CFA

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?

Posted 07.10.17 Melissa Brown, CFA

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 07.10.17 Melissa Brown, CFA

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.

Posted 07.06.17 Steve Mann

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.

Posted 07.05.17 Christoph Schon, CFA, CIPM