The Systematic Asset Allocation Lego blocks

We’ve all heard them before – ‘Smart Beta,’ ‘Risk Premia,’ ‘Strategic Beta,’ ‘Factor Investing,’ ‘Thematic Strategies’ – words that now seem to headline many investment discussions, industry commentary and panel presentations.

Posted 07.20.17 Alessandro Michelini

Exchange rate risk declines as euro, stocks and bonds all rise

Our Multi-Asset Class Risk Monitor is a weekly report showing current multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.

Posted 07.25.17 Christoph Schon, CFA, CIPM

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 07.24.17 Melissa Brown, CFA

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 07.17.17 Melissa Brown, CFA

Is Risk Really as Low as You Think?—Revisited

Our latest paper revisits a topic we wrote about earlier this year – with all the political and economic uncertainty around the world, why is volatility remaining so stubbornly low?

Posted 07.10.17 Melissa Brown, CFA

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 07.10.17 Melissa Brown, CFA