News & Research

Factor risk models can help hedge fund managers understand risk factors and exposures and can be an important part of their toolset. This is why we provide clients both statistical and fundamental risk models as a standard package, enhancing the potential for signal and alpha generation.

The rise of the mass affluent market and its rapidly changing customer behaviour and preferences have been the driving force behind digital acceleration in the wealth management ecosystem. In this blog, Tanya Bartolini, Co-Founder of multi-asset investment technology provider Jacobi, explains how wealth management organizations can use institutional-grade technology to ‘lift the lid’ on investment decision-making and provide richer insights to clients.

If you are a wealth manager, you are unlikely to have had a conversation about the performance of your clients’ portfolios without talking about taxes. Yet, surprisingly, much of the research and discussion about portfolio management is based on pre-tax returns.

Direct indexing continues to gain momentum as an investment strategy for its potential to provide higher post-tax returns and portfolio customization. Direct indexing strategies with active tax management target higher post-tax portfolio returns by achieving pre-tax investment goals with lower tax costs. In this paper, we investigate the benefit of active tax management for direct indexing strategies tracking broad cap-weighted equity market indices.

SimCorp is announcing that it will merge with Axioma, a leading global provider of factor risk models, portfolio construction tools, and multi-asset class enterprise risk solutions.

With over 5,000 advisors our client needed a tax-aware optimization engine that could quickly rebalance millions of accounts with specific asset allocations tied to client risk tolerance or goals.

Most major markets were up in July, but down for the full third quarter – still, risk fell from quarter end to quarter end, with a few exceptions. It started to tick up at quarter end for a few, and our trading horizon model suggests that it will continue to rise.

Axioma, today announces a new partnership with Jacobi Inc (Jacobi). Clients of Jacobi’s platform, including asset managers, wealth managers, consultants and asset owners, will now have access to Axioma’s equity and multi-asset class factor risk models and portfolio optimizer, to better visualize portfolio risk, inform portfolio construction decisions, and ultimately bolster their portfolio return objectives.

On the surface, constructing a sustainable portfolio or index may seem relatively straightforward. After all, it’s just about excluding and reweighting – or is it?

As the sustainability landscape continues to grow and change, there is a pressing need for evolving data that helps investors to better understand the sustainability outcomes associated with their investments. The SDI AOP has set out to address this, with continuously growing datasets updated quarterly, to assess companies’ contributions to the UN Sustainable Development Goals. James Leaton, Research Director of the SDI AOP, discusses the latest platform developments led by its asset-owner led community.

High yield bonds have significantly outperformed higher rated debt in the first seven months of 2023, posting strong positive returns, despite a considerable rise in interest rates and concerns about the health of the banking system earlier this year.

Axioma has announces an expanded partnership with Equity Data Science (EDS), to deliver hedge funds and asset managers access to its market-leading Axioma Equity Factor Risk Model Suite.