Posted: Thursday, July 1, 2010
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NEW YORK, July 1, 2010—Axioma, Inc., a leading provider of decision support, risk and performance solutions for portfolio analysis and rebalancing, announced that it will be a presenter at Macquarie’s annual Global Quant Conference . The event will be held July 29-30 2010 at the Mandarin Oriental Hotel in Hong Kong.
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Posted: Tuesday, May 4, 2010
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Axioma Launches Enhanced Multi-Country Risk Models
New Methodology Captures Risk Better Across Geographic Markets
NEW YORK, May 4, 2010—Axioma, Inc., a leading provider of decision support, risk analysis and portfolio rebalancing tools, today introduced an enhanced suite of multi-country risk models featuring an improved methodology that better captures global sources of risk. Read more…
Posted: Tuesday, April 27, 2010
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NEW YORK, NY – April 28, 2010 – Axioma, Inc., a leading provider of decision support, risk analysis and portfolio rebalancing and analysis tools announced today that Ant Leap Search, LLC, a leading provider of collaborative search technology, now powers its website search functionality. Read more…
Posted: Tuesday, April 20, 2010
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NEW YORK, NY – April 20, 2010 – Axioma, Inc., a leading provider of decision support, risk analysis and portfolio rebalancing and analysis tools announced today that the Axioma Alpha Factor™ methodology has been granted a patent by the U.S. Patent and Trademark Office.
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Posted: Tuesday, April 13, 2010
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Posted: Friday, March 26, 2010
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NEW YORK, March 26, 2010 — Axioma, Inc., today announced a new agreement with FactSet Research Systems (NYSE:FDS | NASDAQ: FDS), a leading provider of global data and analytics to the financial services industry. Under the agreement, FactSet will offer access to Axioma’s Robust Risk Model™ suite and Axioma Portfolio™–Axioma’s industry-leading portfolio construction software.
Axioma’s robust equity risk models and analytics are available via FactSet now. Axioma Portfolio will be integrated into the FactSet platform in the second quarter of 2010, providing investment professionals with access to the full range of Axioma’s innovative portfolio-construction and risk-management tools. Read more…
Posted: Tuesday, March 2, 2010
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NEW YORK - March 2, 2010 - Macquarie Group, a global provider of banking, financial, advisory, investment and funds management services and Axioma, Inc., a leading provider of decision support, risk analysis and portfolio rebalanced tools today announced the latest events in their on-going series of joint research seminars. The events will be hosted in Sydney on March 18th and Melbourne, March 19th. Read more…
Posted: Thursday, February 18, 2010
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The underestimation of risk of optimized portfolios is a consistent criticism about risk models. Quantitative portfolio managers have historically used a variety of ad hoc techniques to overcome this issue in their investment processes. In this paper, we construct a theory explaining why risk models underestimate the risk of optimized portfolios. We show that the problem is not necessarily with a risk model, but is rather the interaction of expected returns, constraints, and a risk model in an optimizer. We develop an optimization technique that incorporates a dynamic Alpha Alignment Factor (AAF) into the factor risk model during the optimization process. Using actual portfolio manager backtests, we illustrate both how pervasive the underestimation problem can be and the effectiveness of the proposed AAF in correcting the bias of the risk estimates of optimized portfolios.
Axioma Research Paper No. 015
Posted: Tuesday, December 15, 2009
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NEW YORK, DECEMBER 15, 2009 – Russell Investments, which owns the most widely used equity benchmarks for institutional investment products, and Axioma, Inc., a leading provider of advanced tools for portfolio optimization and risk analysis, have agreed to create an innovative series of factor-based indexes to measure stock performance in various market segments. The Russell-Axioma Factor Indexes will feature a broad range of products to track the common risk factors used in the Axioma Robust Risk Models™.
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Posted: Monday, November 9, 2009
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NEW YORK – November 9, 2009 - Axioma, Inc., a leading provider of decision support, risk analysis and portfolio rebalancing tools for the financial services industry, today announced the launch of new single-country risk models for the UK and Japan. These two new models are the latest additions to the Axioma Robust Risk Model ™ suite. The new models incorporate advanced methodology consistent with Axioma’s other single-country and regional risk models.
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