Most recent articles by Melissa R. Brown, CFA
Diversification Enhancer or Performance Detractor? The Concentration Rule’s Impact on Growth Performance
Yet another issue has cropped up, leading to unique challenges for investors — the impact of SEC diversification rules, which until now have not had a substantial portfolio impact.
The STOXX Europe 600 Paris-Aligned Benchmark
Melissa Brown discusses the STOXX Europe 600 Paris-Aligned Benchmark Index, and the strategy driving a higher return and lower volatility than its benchmark.
Tracking error of Russell 2000 vs. Russell 3000 soars to 25-year high…and yours could too
Equity markets have mostly recouped the losses of the downturn that started in February of this year, but at different rates.
With volatility so high, is my factor return truly low?
Like that of markets, factor volatilities have jumped substantially since the end of last year.
Market Sensitivity Exposures: “And the ‘New Normal’ is…”
We have discussed recently how company factor exposures had turned topsy-turvy, as investors sorted out their expectations for winners and losers of the COVID pandemic.