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

Succumbing to Sentiment - Axioma ROOF™ Scores Provide Insights into an Abrupt Market Turn

The US market fell 3% overnight and the implied volatility from the VIX shot up to 22%. We use ROOF™ Scores to attempt to see how this could have happened.

Posted 08.15.19 Olivier d'Assier

How much smart beta can you deliver?

Over the last five years, the style factor returns in Axioma’s Asia ex-Japan fundamental model for Profitability really stand out.

Posted 08.08.19 Olivier d'Assier

Axioma ROOF™ Score Weekly Highlights

This week's Axioma ROOFTM Score highlights delve into market sentiment swings on an escalating trifecta of geopolitical risks.

Posted 08.06.19 Olivier d'Assier

Axioma’s ROOF™ Scores Explained

Axioma’s ROOF™ Scores were created to quantify market sentiment—in other words, bullish or bearish?

Posted 05.10.19 Olivier d'Assier

Investor Sentiment Tanks on News of Renewed Trade War… But ROOF™ Scores Show a Deterioration Since February

Investors seemed surprised by the market reaction Monday to news of a resumption of the trade war between the world’s two biggest economies, but should they have been?

Posted 05.08.19 Olivier d'Assier