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

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

Boris Johnson’s ROOF™ Report Card

We use the Axioma ROOF Scores to quantify investors’ expectations of the new PM in the run-up to his nomination, and the report card they have given him since.

Posted 08.23.19 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