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

Baring the Risks…Behind Those FAANGs

Investors are almost certainly aware of the recent rout in the FAANG stocks, but what happened to their risk, even before this recent episode, may be surprising.


Posted 03.29.18 Melissa Brown, CFA

The Markets May Have Gone Haywire, But Factors Have Not

Style factor returns have been remarkably stable despite turmoil in equity markets.

Posted 03.02.18 Melissa Brown, CFA

The Increase in Volatility? Yup, It Was Big

The increase in risk over the last month was as big as you thought it was.

Posted 03.01.18 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