Most recent articles by Diana 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.
How Brexit Changed Financials’ Spots - Summary
The Brexit vote rattled UK and EU Financials. Here we ID the culprits that drove the shifts in performance and risk.
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.