Most recent articles by Olivier d'Assier
Inspire your Investors by Turning Static Risk Reporting into Storytelling
The basic building blocks of risk reporting are the portfolio’s combined exposures to a set of pre-defined (in the case of Fundamental factor models) risk factors.
There are no stunt doubles in investing, so know the odds before you invest.
An investor may have a high level of investment skill but perform poorly because he does not conceive of investing as distinct from gambling.
When Are Two Risk Models Better Than One? Always.
“Risk” is a word everybody uses, but almost no one can describe with clarity.
Let’s get smart about Smart Beta
Despite the newly popular moniker "Smart Beta", quants have been doing this for decades.
An alternative to “Go Big or Go Home”
Greed is far more than a footnote in economic theory. In fact, it is such an affliction of the human mind that we keep discovering related versions and giving it new names.