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.
Josh Davis
is a senior vice president at PIMCO in Newport Beach, CA.
Graham Rennison
is a senior vice president at PIMCO in Newport Beach, CA.
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.
Feifei Li
is a director of research at Research Affiliates, LLC in Newport Beach, CA.
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In this issue
The Risk in Risk Parity: A Factor-Based Analysis
of Asset-Based Risk Parity
of Asset-Based Risk Parity
Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu, Feifei Li
The Journal of Investing Aug 2012, 21 (3) 102-110; DOI: 10.3905/joi.2012.21.3.102