About the Author

Olivier d'Assier
Olivier d'Assier
Head of Applied Research, Axioma (AU) Ltd (at time of writing)

Articles by Olivier d'Assier

Showing 1 to 3 of 3 articles:
Olivier d'Assier
OLIVIER D'ASSIER  |  FRIDAY, 16 MAR 2018
Profitability Read more
Olivier d'Assier
OLIVIER D'ASSIER  |  FRIDAY, 9 MAR 2018
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 some of the style risk factors commonly found in fundamental multi-factor models accurately capture factor ... Read more
Olivier d'Assier
OLIVIER D'ASSIER  |  FRIDAY, 24 NOV 2017
In this paper, we use the medium horizon variant of Axioma's newly released Australian fundamental factor model (AXAU4 - MH) to analyse and compare four Smart Beta ETFs listed on the Australian Stock Exchange (ASX). Read more
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