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CLT – The Risk Landscape A Close-Up Look
May 17, 2016 12:00 am
Melissa Brown – Sr. Director, Applied Research, Axioma, Inc.
Risk started to rear its ugly head early in 2015, but then settled back down by mid-year, despite crises in Greece and China, volatile oil prices, and other issues. What’s ahead? Join Melissa Brown, CFA, for a look through the lens of several Axioma risk models to assess the current state of volatility, correlations, cross-sectional dispersion, and other dimensions of global market risk in equities, currencies and bonds. From this perspective, we will explore whether we are being set up for a major risk event, or if markets are more likely to be calm. We will also discuss the implications for portfolio management.
Melissa Brown, CFA