Want to Optimize Risk and Return? Be Tax-Aware!

We will explore the tax functionality of the Axioma Optimizer through the use of a fictional case study of a company that is managing investments.

Posted 03.28.18 Walid Bandar

What is the total cost of ownership of regulatory reporting?

The upside to greater regulatory oversight is more transparency and reporting standardisation; but at what cost? 

Posted 04.01.18 Nicola Le Brocq

Baring the Risks…Behind Those FAANGs

Investors are almost certainly aware of the recent rout in the FAANG stocks, but what happened to their risk, even before this recent episode, may be surprising.

 

Posted 03.29.18 Melissa Brown, CFA

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

How Brexit Changed Financials’ Spots - Summary

The Brexit vote rattled UK and EU Financials. Here we ID the culprits that drove the shifts in performance and risk.

Posted 03.15.18 Diana Rudean, PhD

Let’s get smart about Smart Beta

Despite the newly popular moniker "Smart Beta", quants have been doing this for decades.

Posted 03.09.18 Olivier d'Assier