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

Right-tail risk swings to the left

For months, we have been writing about the unusual and unexpected low level of market risk. Risk for large-cap US stocks has skimmed historically low levels, and most other markets have seen risk far closer to historical lows than to highs.  After the market drop on May 17, in the immortal words of Inspector Clouseau, “Not any more”.

VIX – which ...

Posted 05.18.17 Melissa Brown, CFA

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 05.09.17 Melissa Brown, CFA

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 04.25.17 Melissa Brown, CFA

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 04.17.17 Melissa Brown, CFA