Most recent articles by Olivier d'Assier
When Are Two Risk Models Better Than One? Always.
“Risk” is a word everybody uses, but almost no one can describe with clarity.
Let’s get smart about Smart Beta
Despite the newly popular moniker "Smart Beta", quants have been doing this for decades.
An alternative to “Go Big or Go Home”
Greed is far more than a footnote in economic theory. In fact, it is such an affliction of the human mind that we keep discovering related versions and giving it new names.
“If you can’t explain it to a six-year-old, then you don’t understand it yourself” Albert Einstein
This quote from the famed physicist pretty much sums-up how 45% of Asian Institutional investors (and I) feel about some active quant strategies.
Smart Beta versus Dumb Alpha
In “An Aussie sense of style”, we take a look at the inherent compromise between delivering target factor purity versus maximizing factor exposure.