Risk Parity: Rewards, Risks, and Research Opportunities
S. Ramu Thiagarajan and Barry Schachter
The Journal of Investing Spring 2011, 20 (1) 79-89; DOI: https://doi.org/10.3905/joi.2011.20.1.079
S. Ramu Thiagarajan
is an adjunct professor of finance at Tulane University and an investment research consultant in San Francisco, CA.
Barry Schachter
is the chief risk officer of Woodbine Capital Advisors, New York, NY.
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Risk Parity: Rewards, Risks, and Research Opportunities
S. Ramu Thiagarajan, Barry Schachter
The Journal of Investing Feb 2011, 20 (1) 79-89; DOI: 10.3905/joi.2011.20.1.079
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- Article
- Abstract
- RISK PARITY
- RISK PARITY AND MODELS OF EXPECTED RETURNS
- TWO CONCEPTS OF RISK PARITY
- RISK PARITY/RISK PREMIA AND PORTFOLIO TIMING
- RISK PARITY AND ESTIMATION ERROR
- RISK PARITY PORTFOLIO CONSTRUCTION AND TRADING COSTS
- RISK PARITY AS A POLICY PORTFOLIO
- RP AND MV APPROACHES—THE EMPIRICAL EVIDENCE
- RISK PARITY IN A RISK FACTOR FRAMEWORK
- SUMMARY
- ENDNOTES
- REFERENCES
- Info & Metrics