@article {Bhansali137, author = {Vineer Bhansali}, title = {Beyond Risk Parity}, volume = {20}, number = {1}, pages = {137--147}, year = {2011}, doi = {10.3905/joi.2011.20.1.137}, publisher = {Institutional Investor Journals Umbrella}, abstract = {Risk parity is an approach to portfolio construction that focuses on the balance of risks within a portfolio. In this article, the author explores the benefits and shortcomings of the traditional way risk parity is implemented and suggests extensions using a risk-factor-based approach.TOPICS: Risk management, portfolio construction, factors, risk premia}, issn = {1068-0896}, URL = {https://joi.pm-research.com/content/20/1/137}, eprint = {https://joi.pm-research.com/content/20/1/137.full.pdf}, journal = {The Journal of Investing} }