The Impact of the Global Risk Environment on Active Risk

Melissa Brown discusses how recent changes in the global risk environment have impacted active risk, and describes why some analytics managers may want to examine when deciding when and how much to rebalance:

Melissa R. Brown, CFA

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.