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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Posted: Friday, October 16, 2009
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New York - October 16, 2009 - Axioma, Inc. a leading provider of decision support, risk analysis and portfolio rebalancing tools today announced that CEO Sebastian Ceria will speak at Macquarie’s Eduction Edge event in London on November 11, 2009.
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Posted: Monday, October 12, 2009
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Constraints are now an integral part of the portfolio construction process. With constraints comes the challenge of understanding how they cause the optimal portfolios to deviate from a trade-off dictated by the forecasts of risk and return. We describe the theory and application of a technique able to quantify the impact of individual constraints in several different ways. This includes decomposing the difference between the optimal constrained and unconstrained portfolios and the difference between alphas and implied alphas as described in earlier work by Grinold and others. Furthermore, we introduce a new technique that applies these decompositions on an ex-post basis, providing on understanding of how constraints actually impact realized risk and return.
Axioma Research Paper No. 014
Posted: Friday, October 9, 2009
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Posted: Wednesday, September 30, 2009
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NEW YORK – September 30, 2009 –Axioma, Inc. a leading provider of decision support, risk analysis and portfolio rebalancing tools, today announced the release of the new Axioma Robust Risk Model™ for Australia. The new offering features both fundamental and statistical factor models and daily updates of all risk model components.
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Posted: Tuesday, September 22, 2009
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NEW YORK - September 22, 2009 - 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 rebalancing tools today announced two new events in their on-going series of joint research seminars. The events will be hosted in Sydney on September 30th and Melbourne, October 1st.
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Posted: Tuesday, September 15, 2009
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Models Now Include Expanded History and Coverage
New York - September 15, 2009 - Today Axioma announced the release of extended daily history for its World Wide and European risk models. This enhancement provides clients with full daily history going back to January, 1999 for both the fundamental and statistical models. With the addition of this historical data Axioma improves both the depth and breadth of its daily risk model data, giving clients complete flexibility to evaluate portfolio strategies over longer time horizons at any calendar interval. The net result is more robust risk models that allow clients to construct better risk adjusted portfolios.
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Posted: Tuesday, September 8, 2009
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NEW YORK, September 8, 2009—Axioma, Inc., a leading provider of decision support, risk analysis and portfolio rebalancing tools, announced that it will be a presenter at the Citi Quantitative Conference 2009. The event will be held on Thursday, September 24 and Friday, September 25, 2009 at the Radisson Edwardian Mayfair Hotel in London.
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Posted: Thursday, August 6, 2009
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New York, August 6, 2009 - Axioma, Inc., a leading global provider of decision support, risk analysis and portfolio rebalancing tools for the financial services industry, today announced that Brad Thilges has joined Axioma as Senior Product Manager for Risk Analytics and Performance Attribution.
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