The Risk in Risk Parity: A Factor-Based Analysis
               
               of Asset-Based Risk Parity

Vineer Bhansali; Josh Davis; Graham Rennison; Jason Hsu; Feifei Li

doi:10.3905/joi.2012.21.3.102

Article

The Risk in Risk Parity: A Factor-Based Analysis
of Asset-Based Risk Parity

Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu and Feifei Li

The Journal of Investing Fall 2012, 21 (3) 102-110; DOI: https://doi.org/10.3905/joi.2012.21.3.102

Vineer Bhansali

is a managing director and portfolio manager at PIMCO in Newport Beach, CA.

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For correspondence: vineer.bhansali@pimco.com

Josh Davis

is a senior vice president at PIMCO in Newport Beach, CA.

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For correspondence: josh.davis@pimco.com

Graham Rennison

is a senior vice president at PIMCO in Newport Beach, CA.

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For correspondence: rennison@pimco.com

Jason Hsu

is chief investment officer at Research Affiliates, LLC in Newport Beach, CA and adjunct professor in finance at the UCLA Anderson Business School in Los Angeles, CA.

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For correspondence: hsu@rallc.com

Feifei Li

is a director of research at Research Affiliates, LLC in Newport Beach, CA.

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For correspondence: li@rallc.com

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Vol. 21, Issue 3

Fall 2012

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The Risk in Risk Parity: A Factor-Based Analysis
of Asset-Based Risk Parity