PT  - JOURNAL ARTICLE
AU  - Vineer Bhansali
AU  - Josh Davis
AU  - Graham Rennison
AU  - Jason Hsu
AU  - Feifei Li
TI  - The Risk in Risk Parity: <em>A Factor-Based Analysis</em>
               <br/>
               <em>of Asset-Based Risk Parity</em>
AID  - 10.3905/joi.2012.21.3.102
DP  - 2012 Aug 31
TA  - The Journal of Investing
PG  - 102--110
VI  - 21
IP  - 3
4099  - https://pm-research.com/content/21/3/102.short
4100  - https://pm-research.com/content/21/3/102.full
AB  - The risks embedded in asset-based risk parity portfolios are explored using a simple, economically motivated approach. Such an approach can go a long way toward demystifying and making more explicit the drivers of performance and risks of asset-based risk parity portfolios. Investors in risk parity can use this approach for more robust portfolio construction and for benchmarking and differentiating various risk parity approaches.TOPICS: Portfolio management, real assets/alternative investments/private equity, portfolio construction