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.
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.
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.
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.