Whitepaper - January 2018

An Aussie Sense of Style

In this paper, Olivier d’Assier, Axioma’s Head of Applied Research for APAC, takes a close look at the compromises involved in constructing a viable smart beta product. In his analysis, Olivier focuses on the key portfolio construction issue of how to balance a desire for target-factor purity with a goal of achieving a high exposure to the target factor. Can we have both?


Olivier d'Assier

Senior Principal, Applied Research - APAC