Portfolio Management

Building “Smart Beta” Strategies for China A Shares Using the New AXCN4 China Equity Risk Model

Global index vendors have spent much attention in recent years on the possible inclusion of Chinese A Shares in their investible benchmarks.

Posted 02.14.19 Axioma

Enhancing MinVol Strategies with Multiple Risk Models

Minimum Volatility strategies have historically delivered portfolios with significant excess returns and much lower volatility compared with broader benchmarks.

Posted 06.24.18 Dominic Clermont

Want to Optimize Risk and Return? Be Tax-Aware!

We will explore the tax functionality of the Axioma Optimizer through the use of a fictional case study of a company that is managing investments.

Posted 03.28.18 Walid Bandar

Building a Better Equity Risk Model

As there is virtually no limit to the number of strategies available to investors these days, crafting a universally accepted, fully scalable equity risk model is no small feat.

Posted 03.01.18 Alessandro Michelini