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

For Style Factors, One Size Does Not Fit All: A Summary

A synopsis of Melissa Brown’s article on factor performance recently published in The Journal of Investing.

Posted 12.12.17 Melissa Brown, CFA

The Momentum Ball Remains in Growth’s Court

Has the outperformance of Growth been solely the result of strong performance of tech stocks? We think not. While Growth became riskier than value, relative risk remains below peak levels.

Posted 11.28.17 Melissa Brown, CFA

Japan’s risk jumps as its market falls

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

Posted 11.20.17 Melissa Brown, CFA

Risk at record lows but small caps become much riskier

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

Posted 11.13.17 Melissa Brown, CFA

US short-horizon risk at 35-year low

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

Posted 11.06.17 Melissa Brown, CFA