About the Author
Olivier d'Assier
Managing Director, Asia Pacific, Axioma (AU) Ltd
Articles Published
Profitability Profitability has been a very, well, profitable factor to bet on in Australia YTD. With the exception of the LO-FMP strategy, this large ...
In this paper, we use the medium horizon variant of Axioma's newly released Australian fundamental factor model (AXAU4 - MH) to analyse and ...
It is common wisdom in the industry that not all alpha factors make good risk factors. There is, however, plenty of evidence in the literature that ...
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