Olivier d'Assier - Managing Director, Applied Research - APAC

Olivier d'Assier is Head of Applied Research, APAC, for Axioma and is responsible for generating unique regional insights into risk trends by leveraging and analyzing Axioma's vast data on market and portfolio risk. d'Assier's research helps clients and prospects better understand and adapt to the evolving risk environment in the Asia Pacific.

Most recent articles by Olivier d'Assier

Beware what lurks beneath the surface of low volatility

On Friday November 8, the VIX closed at 12.07, a level not seen since Q4 of 2017. The US economy and stock markets have once again outperformed those of every other developed country this year. And investment-grade corporate-bond spreads — although higher than in Q4 2017 — have all fallen from the highs reached at the end of Q4 2018. That ...

Posted 11.12.19 Olivier d'Assier

The Value of Getting Sentimental about Your Alphas

We believe that investors would benefit from combining their independent alpha signal with some measure of investor sentiment via an alpha-shrinking process.

Posted 10.04.19 Olivier d'Assier

Stress Testing a Presidential Impeachment – Part Deux

Unlike the threat of impeachment proceedings in May 2017, this time it’s for real. So, what might investors expect from this development and how might they best respond?

Posted 09.26.19 Olivier d'Assier

Has the Factor World Gone Mad and Are We on the Brink of Another Quant Crisis?

Many have drawn a parallel between this month and what happened in July of 2007.

Posted 09.13.19 Olivier d'Assier

Is investor sentiment (a-a-achoo!) contagious?

In this post, we investigate whether Axioma’s ROOF scores give any credence to the old adage, “When Wall Street sneezes, all markets catch a cold.

Posted 08.26.19 Olivier d'Assier