Most recent articles by Olivier d'Assier
“If you can’t explain it to a six-year-old, then you don’t understand it yourself” Albert Einstein
This quote from the famed physicist pretty much sums-up how 45% of Asian Institutional investors (and I) feel about some active quant strategies.
Smart Beta versus Dumb Alpha
In “An Aussie sense of style”, we take a look at the inherent compromise between delivering target factor purity versus maximizing factor exposure.
The downside of too little downside risk
What’s in a Crash? Axioma Head of Applied Research for APAC, Olivier d'Assier, explores whether an apparent lack of risk is risk in and of itself.
Keep Calm and Consult your Magic Eight Ball
It is the time of year for glass ball predictions. Are we are witnessing irrational exuberance in the markets, and will it come to an abrupt end?
Who the Vix Cares?
You know the world has gone mad when the probability of losses increases and yet investors double down!