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

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

Is Investor Sentiment Subject to Seasonality?

While seasonality has been widely explored, we decided to see if clarity could be obtained by looking at it through the lens of a metric based on Axioma risk models.

Posted 04.26.19 Olivier d'Assier

Risk-On/Risk-Off and the Schrödinger Quadrant

The stock market’s version of the Ellsberg paradox states that investors exhibit ambiguity aversion, in the sense that they prefer risks with known probability measures over risks with unknown ones. Since the probability measure governing future stock market prices is clearly unknown, we can conclude that market volatility is a reflection of investors’ aversion to both risk and ambiguity ...

Posted 04.10.19 Olivier d'Assier

Are the wheels coming off the volatility cycle?

If the last three months of market volatility seem eerily familiar, it is because they are.

Posted 02.15.19 Olivier d'Assier