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 and Omid Shakernia
Rayliant 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, Feifei Li and Omid Shakernia
The Capital Group Companies, Rayliant 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, Feifei Li and Omid Shakernia
The Capital Group Companies, Rayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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risk parity, heuristic