Ritholtz Wealth Management CEO Josh Brown believes investors need to get more creative with where they are putting money in the market. Brown argued why investors should think globally when considering where to put money to work.

"My personal belief is you [must] think globally," Brown said on CNBC's "Halftime Report" Thursday. When he analyzed current starting valuations and their impact over time, Brown doesn't believe that investors can meet their goals with a "pure" S&P 500 large-cap stock portfolio.

"[Emerging Market] stocks you can buy at a 15 CAPE right now, with a good dividend yield, understanding that volatility will be higher but that the dollar story is probably overblown," Brown noted.

Specifically, Brown pointed to the European stocks, some of whom are reaching 11-month highs. "Almost nobody owns these things in the U.S.," Brown said. The pan-European STOXX 600 bounced to an 11-month high earlier this week.

"You have to be creative," Brown continued. "If you think what has just gone on in the last five years, 15% annualized returns, is going to continue for the next five years that would be ahistorical, to put it politely."