![]() Olivier d'Assier Head of Applied Research, Axioma (AU) Ltd (at time of writing)
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 | 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 PAGE: 1 |
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Cover Story

Climbing to the top
DANIEL SHRIMSKI
MANAGING DIRECTOR
VANGUARD INVESTMENTS AUSTRALIA LTD
MANAGING DIRECTOR
VANGUARD INVESTMENTS AUSTRALIA LTD
Vanguard Australia managing director Daniel Shrimski is determined to propel the investment giant's superannuation product into the top 10 funds by assets under management by 2030. It's an audacious goal, even for a fund backed by the world's second largest asset manager. Andrew McKean writes.