Asset Manager

With Axioma’s tools, asset managers become better asset managers.

Only Axioma delivers a complete, integrated, no-compromises solution for asset managers. Axioma’s high performance tools—known for their flexibility and transparency— adapt to your process, the way you think about investing, and how you differentiate yourself as a manager. From portfolio construction and optimization tools for strategy implementation, to performance attribution and risk analytics that allow you to understand the key drivers of risk and return within your strategies. Our custom risk model solution allows clients to achieve the benefits of custom models, without the costs of building and maintaining a custom solution. And it’s all built on robust, state-of-the-art technology.

The question is, why would any asset manager not want the advantages of being equipped with the best, most flexible solutions for portfolio and risk management?

 

  • Active Is as Active Does: Wading Into the Active-Share Debate

    An increasing proportion of asset owners and investment consultants require asset managers to report the active share of their portfolios. The underlying idea is that the closer a manager is to his or her benchmark, the smaller the degree of potential outperformance, and therefore the less likely that fees can be justified. But is active share the right measure for achieving this objective?

  • Active Managers Versus Passive Products: How to Win the Debate

    In an era of widely available passive products, active asset managers must demonstrate the value of their products and substantiate that value by demonstrating consistent and repeatable investment skill. In this paper, Axioma researchers contend that investment managers should tailor performance attribution methods to match their investment processes, highlighting sources of portfolio returns that correspond to their intended bets and showing that these sources are statistically significant overtime.

  • Axioma Portfolio Optimizer: The Most Flexible Portfolio-Construction Tool on the Market

    With virtually limitless objectives and an equally unlimited range of constraints, Axioma Portfolio Optimizer delivers maximum flexibility to model even the most complex strategies for a wide range of investment management approaches, from quantitative to fundamental.

  • Axioma Risk: The Next Generation Risk Management System

    A "unified" multi-asset class risk management platform for middle-to-front office users, providing portfolio managers and risk officers with risk reporting, risk analysis and decision support for multi-asset class portfolios.

  • Case Study: Enhancing the Investment Process with a Custom Risk Model

    Axioma and Credit Suisse HOLT examine the benefits asset managers can achieve using custom risk models generated by Axioma's Risk Model Machine combined with HOLT's highly regarded proprietary return models.

  • Factor Alignment Problem in Quantitative Portfolio Management

    Asset managers have long experienced the factor alignment problems (FAPs) resulting from misalignment of the expected returns model, the risk model and the constraints used to formulate a portfolio construction problem. The impact on portfolio performance is invariably negative. This article discusses the effects of FAPs on optimized portfolios and demonstrates how the Alpha Alignment Facto (AAF) and custom risk models not only offer a practical solution to alignment problems, but also give the portfolio manager access to portfolios that lie above the traditional risk-return frontier defined by the user risk model.

  • Axioma Portfolio Analytics: An Integrated View of Your Portfolio's Risk and Return

    For asset managers, Axioma Portfolio Analytics provides time-series risk analysis, stress testing, and both traditional Brinson and factor-based performance attribution, fully integrated with Axioma's fundamental, statistical and macroeconomic risk models as well as custom risk models built with the Axioma Risk Model Machine (RMM).

  • Case Study: SEB's Implementation of Axioma Risk

    Skandinaviska Enskilda Banken AB (SEB), one of the largest asset managers in northern Europe with more than €180 billion AUM, implements Axioma Risk to create “one of the most sophisticated risk systems in the world”.