Graham Rennison

Pacific Investment Management Company (PIMCO)

United States

  • Pacific Investment Management Company (PIMCO)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Carry and Trend in Lots of Places

https://doi.org/10.3905/jpm.2015.41.4.082
Posted: 18 Mar 2015
Vineer Bhansali, Josh Davis, Matthew P. Dorsten and Graham Rennison
LongTail Alpha, LLC, Pacific Investment Management Company (PIMCO), California Institute of Technology and Pacific Investment Management Company (PIMCO)
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Abstract:

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Carry, trend, momentum, asset allocation

2.

The Risk in Risk Parity: A Factor-based Analysis of Asset-based Risk Parity

Journal of Investing, Vol. 21, No. 3, Fall 2012, pp. 102-110
Posted: 25 Oct 2012 Last Revised: 28 Dec 2016
Vineer Bhansali, Josh Davis, Graham Rennison, Jason C. Hsu, Jason C. Hsu and Feifei Li
LongTail Alpha, LLC, Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Research AffiliatesRayliant Global Advisors and Research Affiliates, LLC

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risk parity, asset allocation, risk factor parity