Risk Parity
Risk Parity: Nice idea, awkward reality
01 Apr 2011
The tweaking and adjustments managers force upon ‘risk parity’ strategies betray the risks at the heart of the concept, writes Joseph Mariathasan
Risk Parity: Missed opportunity?
01 Apr 2011
Investment managers are launching risk parity funds in response to investor demand in the US market place. Matthew Roberts wonders why there hasn’t been the same level of demand in the UK
Risk Parity: Case study: ATP
01 Apr 2011
Risk parity alone cannot do the trick of maximising risk-adjusted returns and minimising the risk of large drawdowns. Henrik Gade Jepsen describes the additional pillars on which ATP’s investment...
Risk Parity: Risk parity, risk management and the real world
01 Apr 2011
AQR’s Adam Berger, Michael Mendelson and Daniel Villalon discuss risk, and the practical challenges of managing it successfully
Risk Parity: Achieving targeted returns with an ‘All Weather’ asset allocation
01 Apr 2011
Bob Prince and Paul Ross discuss the approach of Bridgewater Associates, founder of risk parity
Risk Parity: Risk parity and portfolio design
01 Apr 2011
Sanjoy Ghosh of PanAgora Asset Management explains how the risk parity methodology can be used to create a diversified and risk-balanced portfolio, without sacrificing returns
Risk Parity: Risk parity primer
01 Apr 2011
Andrew J Dudley explains how Putnam’s dynamically allocated risk parity approach balances risk contributions
Risk Parity: Taking risk parity a step further
01 Apr 2011
Wegelin & Co’s Oldrik Verloop and Frank Haeusler show how incorporating active tail-risk management in the portfolio construction process can help prevent painful surprises
Risk Parity: Case study: Alaska Permanent
01 Apr 2011
When the Alaska Permanent Fund revamped its asset allocation, two risk parity specialists were among the managers selected for the new strategy. Stephanie Schwartz reports
Risk Parity: Taking the long view
01 Apr 2011
In the wake of the latest market crash, the name alone garnered a lot of attention for risk parity from US investors. But as investors calm down, reassured by rising equity markets, Stephanie...
