Diana Rudean, PhD - Applied Research

As a member of Axioma's Applied Research Team, Diana Rudean generates unique insights into risk trends by consolidating and analyzing the vast amount of data on market and portfolio risk maintained by Axioma. Her research helps clients and prospects better understand and adapt to the evolving risk environment.  

Most recent articles by Diana Rudean, PhD

Treasury yields and factor returns? Acquaintances, but little in common…

Most style factors show weak relationships with rising yields.

Posted 02.22.18 Diana Rudean, PhD

Low Volatility ETFs Offer Little Relief as Volatility Roars Back

During the recent downturn, low volatility ETFs delivered, but failed to make up for their underperformance in good times.

Posted 02.15.18 Diana Rudean, PhD

As the US Market Gyrates Not All Sectors Suffer Equally

Most US sectors have now reversed their gains for the year while their relative riskiness changed, which likely had a big impact on portfolios with sector bets.

Posted 02.12.18 Diana Rudean, PhD

It’s Baaa-aack! Market’s recent tailspin drives surge in volatility

While much has been written about the increase in VIX over the past few days, factor risk models can provide substantial additional insights.

Posted 02.06.18 Diana Rudean, PhD