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.
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.
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.
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.
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.