Will My Risk Parity Strategy Outperform?

By Robert M. Anderson, Stephen W. Bianchi, Lisa R. Goldberg. 2012

120 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/da8bfa87a5daed8fad37168c627fb74c33c0f35a

Citations in the corpus

• ON A CONVEX MEASURE OF DRAWDOWN RISK (2014, unknown): “For instance, even though the ES Parity portfolio, which has equal 23Risk parity portfolios, which are constructed to equalize risk contributions, have been popular investment vehicles in the wake of the 2008 financial crisis (see Anderson et al. (2012) and Anderson et al. (2014)).”