Applied Research

Finding Opportunities with Axioma’s Asia Pacific ex-Japan Model

A study of style factor returns for Axioma’s Asia ex-Japan (APxJP) fundamental variant risk model reveals some potential investment opportunities for factor-based managers investing in the region.

Posted 02.20.19 Melissa R. Brown, CFA

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

Why is the US risk contribution suddenly so big?

In our recent Q4 2018 Risk Review webinar and research paper, we noted a sharp increase in the US’s contribution to overall risk in global developed-markets equity benchmarks. 

Posted 01.28.19 Christoph Schon, CFA, CIPM

5 things to look out for ahead of a yield curve inversion

Fears of an impending yield curve inversion have been somewhat mitigated thanks to the recent downward revision of rate forecasts by a number of Federal Open Market Committee members.

Posted 01.25.19 Christoph Schon, CFA, CIPM