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Posted: Tuesday, March 25, 2014

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Axioma Advisor eNewsletter - Spring 2014

Spring 2014 issue of Axioma Advisor eNewsletter is now available

Posted: Monday, March 10, 2014

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Turmoil in Ukraine: Contained…So Far

Turmoil in Ukraine: Contained...So Far

Events in Ukraine have had a clear impact on risk there and in Russia, but thus far the spillover into neighboring countries has been largely contained, at least in terms of the risk forecasts for countries’ equity markets and currencies.

Research Paper No. 050

Posted: Tuesday, March 4, 2014

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Stress-Testing Capabilities and New Macroeconomic Model Strengthen Axioma Portfolio Analytics v 7.6

NEW YORK, March 4 — Axioma, a leading provider of advanced tools for risk management and portfolio construction, today announced the launch of Axioma Portfolio Analytics v 7.6, with enhanced stress-testing capabilities and access to Axioma’s new US Macroeconomic Equity Factor Risk Model, giving users an unprecedented array of options for portfolio analysis.

“The new capabilities in 7.6 open doors to a whole new range of choices for risk analysis and performance attribution,” said Mark Cushey, Director of Product Management. “Using 7.6 in conjunction with our new Macroeconomic Model allows clients to approach their investment process with more information and insight, resulting in both improved understanding of the sources of portfolio returns and better control over risk exposures.” Read more…

Posted: Tuesday, February 25, 2014

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Emerging Markets: Coming Full Circle?

Emerging Markets: Coming Full Circle?

At the start of 2013, it was hard to tell emerging markets from developed markets—on the basis of risk-return tradeoffs, anyway. But all that changed as the year unfolded. The latest data now suggest a reversal back toward where things were a year ago, with volatility easing in emerging markets and increasing in developed markets. If the trend continues, the big (risk) story in 2014 could be a shift back to developed markets.

Research Paper No. 049

Posted: Wednesday, February 12, 2014

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Emerging-Market Correction Healthy: d’Assier

Emerging-Market Correction Healthy: d'AssierAxioma’s Olivier d’Assier discusses the outlook for emerging markets with Rishaad Salamat on Bloomberg Television’s “On The Move Asia.”

Posted: Tuesday, February 11, 2014

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Equity Markets: Correction or Contagion?

Equity Markets: Correction or Contagion?

Turmoil in currency markets is being driven by, among others, Argentina and Turkey. But what about equities? Is the recent downturn simply the long-anticipated market correction following last year’s bull market, or is the currency contagion infecting equities? Is last week’s upturn cause for optimism or only a pause? Here Axioma examines some of the recent equity market results in an attempt to provide some answers.

Research Paper No. 048

Posted: Wednesday, January 29, 2014

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Axioma: The Year in Risk 2013 - A Peak and a Slide

Developing and Emerging Markets Continue to Decouple in 2013

NEW YORK, January 28 —Mid-year anxiety over both Fed tapering and slowing growth in China, plus worries about the impact of the US government shutdown, drove market risk to a peak in the second quarter of 2013, but it was all downhill after that, with levels of risk in most markets ending the year lower than where they started, according to an analysis of 2013 trends in risk by Axioma, Inc., a leading provider of advanced tools for risk management and portfolio construction.

“Although it was ‘risk off’ for many investors at mid-year, large cap US stocks ended up having their best year since 2003, despite the government shutdown, with consumer discretionary stocks leading the way,” said Melissa Brown, Senior Director of Applied Research at Axioma. “Relatively safe utilities brought up the rear of US sectors, albeit with positive return that might have looked quite strong in a different environment.” Read more…

Posted: Tuesday, January 14, 2014

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More Diversification Is Possible for Global Investors

More diversification is possible for global investorsThe tight correlation between various countries’ risk and return characteristics has widened over the past year, giving equity investors a more diversified portfolio, Axioma research has found.

Posted: Tuesday, January 7, 2014

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Axioma Risk A Highly Configurable Model That’s Truly Interactive

Axioma Risk A Highly Configurable Model That’s Truly InteractiveLev Zaks, Senior Director of Risk Management Research discusses Axioma’s entry into the multi-asset class risk management/modeling space.

Posted: Tuesday, December 31, 2013

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The Challenge Hedge Funds Face in 2014

The Challenge Hedge Funds Face in 2014Sebastian Ceria comments on expanding regulations and the rising cost of compliance as strategic risk for hedge funds in 2014.