Melissa Brown, CFA - Managing Director of Applied Research

As Managing Director of Applied Research, Melissa Brown generates unique insights into risk trends by consolidating and analyzing the vast amount of data on market and portfolio risk maintained by Axioma. Brown’s perspectives help both clients and prospects to better understand and adapt to the constantly changing risk environment. 

Most recent articles by Melissa Brown, CFA

Factoring in Volatility

The good news for factor-based investors is that, with a few exceptions, the heightened volatility has not shown up in returns of a number of commonly-used factors. 

Posted 02.06.18 Melissa Brown, CFA

If “The Market Climbs a Wall of Worry” What Happens When the Market Stops Worrying?

This blog post briefly summarizes the findings from our Q4 Insight Report, with a focus on the conclusions of where stock prices and risk might go from here.

Posted 01.16.18 Melissa Brown, CFA

For Style Factors, One Size Does Not Fit All: A Summary

A synopsis of Melissa Brown’s article on factor performance recently published in The Journal of Investing.

Posted 12.12.17 Melissa Brown, CFA

The Momentum Ball Remains in Growth’s Court

Has the outperformance of Growth been solely the result of strong performance of tech stocks? We think not. While Growth became riskier than value, relative risk remains below peak levels.

Posted 11.28.17 Melissa Brown, CFA

Japan’s risk jumps as its market falls

Once a week, we publish a summary of the Equity Risk Monitor report from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 11.20.17 Melissa Brown, CFA