Omid Shakernia

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

A Framework for Examining Asset Allocation Alpha

Journal of Index Investing, vol. 3, no. 4 (Spring 2013), pp. 64-72
Posted: 11 Jan 2013 Last Revised: 28 Dec 2016
Jason C. Hsu, Jason C. Hsu and Omid Shakernia
Research AffiliatesRayliant Global Advisors and Research Affiliates, LLC

Abstract:

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asset allocation, alpha, portfolio performance

2.

Efficient Algorithms for Computing Risk Parity Portfolio Weights

Journal of Investing, vol. 21, no. 3, Fall 2012, pp. 150-163.
Posted: 26 Jul 2012 Last Revised: 30 Dec 2016
Denis B. Chaves, Jason C. Hsu, Jason C. Hsu, Feifei Li and Omid Shakernia
The Capital Group Companies, Research AffiliatesRayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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risk parity, asset allocation, portfolio management

3.

Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios

Journal of Investing, Vol. 20, No. 1, pp. 108-118, Spring 2011
Posted: 27 Aug 2011 Last Revised: 28 Dec 2016
Denis B. Chaves, Jason C. Hsu, Jason C. Hsu, Feifei Li and Omid Shakernia
The Capital Group Companies, Research AffiliatesRayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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risk parity, heuristic