Diana R. Rudean, PhD - Applied Research

As a member of Axioma's Applied Research Team, Diana R. 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 R. Rudean, PhD

Who Wins and Who Loses, if Gold Keeps Rising?

If gold continues to rise, as equities fall in a “risk-off” environment, who are the likely winners and losers?

Posted 03.26.19 Diana R. Rudean, PhD

Volatility soars as stocks tank

Friday’s slide in stocks dragged most indices even further down into negative territory, with major indices on track for finishing 2018 in the red.

Posted 12.10.18 Diana R. Rudean, PhD

China’s Sensitivity to Non-Energy Commodities—a Weakness in the Trade War

If commodities continue to fall, all Chinese sectors (except Telecommunications) would stand to lose in the short run.

Posted 09.04.18 Diana R. Rudean, PhD

Turkey’s stock and currency volatility soar as crisis mounts

Axioma’s risk models picked up an increase in the volatility of the Turkish stock market and its currency starting in April, and reflected peaks as the Turkish crisis intensified.

Posted 08.13.18 Diana R. Rudean, PhD

Is a crisis looming for Argentina?

An impending sense of crisis surrounds Argentina, with the peso’s risk surging to alarming heights, while market risk remains well below record levels.

Posted 05.16.18 Diana R. Rudean, PhD