Graham Rennison

Pacific Investment Management Company (PIMCO)

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Carry and Trend in Lots of Places

Posted: 18 Mar 2015
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
LongTail Alpha, LLC, Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Rayliant Global Advisors and Research Affiliates, LLC

Abstract:

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risk parity, asset allocation, risk factor parity