 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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Climbing to the top
DANIEL SHRIMSKI
MANAGING DIRECTOR
VANGUARD INVESTMENTS AUSTRALIA LTD
MANAGING DIRECTOR
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