Portfolio Management

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.

Posted 06.24.18 Dominic Clermont

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.

Posted 03.28.18 Walid Bandar

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.

Posted 03.01.18 Alessandro Michelini

How A Flexible Optimizer Can Lower Taxes

A flexible optimizer with tax-aware capabilities can enhance management decision-making processes by automatically generating a range of options that satisfy all the portfolio manager’s tax-related requirements.

Posted 10.31.17 Pamela Vance