Olivier d'Assier - Managing Director, Applied Research - APAC

Olivier d'Assier is Head of Applied Research, APAC, for Axioma and is responsible for generating unique regional insights into risk trends by leveraging and analyzing Axioma's vast data on market and portfolio risk. d'Assier's research helps clients and prospects better understand and adapt to the evolving risk environment in the Asia Pacific.

Most recent articles by Olivier d'Assier

Sentiment as a Systematic Factor: Introducing Qontigo’s ROOF™ Market Portfolios

We see sentiment as a mean-reverting systematic factor that should be rewarded when timed right, much like Size, Liquidity, or the Leverage factors in our fundamental factor risk models.

Posted 07.15.20 Olivier d'Assier

Amid Covid-19, some sectors are misbehaving — with a big impact on turnover for sentiment-aware investors

The Covid-19 pandemic has affected some sectors more than others. This impact was immediately reflected in changing exposures to three of the style factors in our fundamental multi-factor risk models.

Posted 05.28.20 Olivier d'Assier

A Sentimental Chronology: The Ascents—and Descents—of the Wall of Worry in 2020

The notion that markets “climb a wall of worry” is a commonly held view in the investment world. Eventually, the concerns of those investors fade and they become risk-tolerant themselves.

Posted 05.12.20 Olivier d'Assier

A Coronavirus Chronicle: After Peaking and Plummeting, Investor Sentiment Creeps Back to Neutral…for the Moment

Did investors overreact in March? Are they overreacting now? What was investor sentiment in the quarter leading up to the event, and were there any early warning signs?

Posted 04.20.20 Olivier d'Assier

As COVID Cases Soar, So Do Investor Fears — and the Parallels Are Striking

There is no denying the psychological impact that the word “pandemic” can have on investors globally, especially when it is followed by headlines containing the words “global recession".

Posted 03.23.20 Olivier d'Assier