Building “Smart Beta” Strategies for China A Shares Using the New AXCN4 China Equity Risk Model
Global index vendors have spent much attention in recent years on the possible inclusion of Chinese A Shares in their investible benchmarks.
Enhancing MinVol Strategies with Multiple Risk Models
Minimum Volatility strategies have historically delivered portfolios with significant excess returns and much lower volatility compared with broader benchmarks.
Want to Optimize Risk and Return? Be Tax-Aware!
We will explore the tax functionality of the Axioma Optimizer through the use of a fictional case study of a company that is managing investments.
Building a Better Equity Risk Model
As there is virtually no limit to the number of strategies available to investors these days, crafting a universally accepted, fully scalable equity risk model is no small feat.