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

Stress Testing the US Presidential Election: A framework for quantifying market reaction to an unpredictable outcome

With the US presidential election now less than seven weeks away, many clients have been asking us how to forecast market returns ahead of this pivotal event.

Posted 09.15.20 Olivier d'Assier

Odds Are Good that Markets Will Keep Rising… as Long as Volatility Declines

If one of our investment goals is to prevent a lot of money from becoming a little, then the basis for our investment must be a well-researched forecast of return.

Posted 08.11.20 Olivier d'Assier

Sentiment as a Systematic Factor: Introducing Qontigo’s ROOF™ Market Portfolios

We see sentiment as a mean-reverting systematic factor that should be rewarded when timed right, much like Size, Liquidity, or the Leverage factors in our fundamental factor risk models.

Posted 07.15.20 Olivier d'Assier

Amid Covid-19, some sectors are misbehaving — with a big impact on turnover for sentiment-aware investors

The Covid-19 pandemic has affected some sectors more than others. This impact was immediately reflected in changing exposures to three of the style factors in our fundamental multi-factor risk models.

Posted 05.28.20 Olivier d'Assier

A Sentimental Chronology: The Ascents—and Descents—of the Wall of Worry in 2020

The notion that markets “climb a wall of worry” is a commonly held view in the investment world. Eventually, the concerns of those investors fade and they become risk-tolerant themselves.

Posted 05.12.20 Olivier d'Assier