When Are Two Risk Models Better Than One? Always.

“Risk” is a word everybody uses, but almost no one can describe with clarity. 

Posted 03.21.18 Olivier d'Assier

Factoring in Volatility

The good news for factor-based investors is that, with a few exceptions, the heightened volatility has not shown up in returns of a number of commonly-used factors. 

Posted 02.06.18 Melissa Brown, CFA

The downside of too little downside risk

What’s in a Crash? Axioma Head of Applied Research for APAC, Olivier d'Assier, explores whether an apparent lack of risk is risk in and of itself.

Posted 01.11.18 Olivier d'Assier

Treasury yields and factor returns? Acquaintances, but little in common…

Most style factors show weak relationships with rising yields.

Posted 02.22.18 Diana Rudean, PhD

Building a Better Equity Risk Model

As there is virtually no limit to the number of strategies available to investors these days, crafting a universally accepted, fully scalable equity risk model is no small feat.

Posted 03.01.18 Alessandro Michelini

It’s Baaa-aack! Market’s recent tailspin drives surge in volatility

While much has been written about the increase in VIX over the past few days, factor risk models can provide substantial additional insights.

Posted 02.06.18 Diana Rudean, PhD