Enhanced Transitive Stress Testing: The Dynamic Difference
This blog explores the potential of dynamic stress testing and how this new approach can provide managers with more precise tests.
The Momentum Ball Remains in Growth’s Court
Has the outperformance of Growth been solely the result of strong performance of tech stocks? We think not. While Growth became riskier than value, relative risk remains below peak levels.
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.
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.