Active Risk Parity
8 Pages Posted: 29 Nov 2012
Date Written: July 23, 2012
This paper asks a few key questions relevant for active risk parity portfolio construction. Given the dynamic nature of financial markets, especially in the aftermath of the financial crisis, we believe systematically answering these questions within a transparent conceptual framework is critical for the continued success of risk based portfolio construction and implementation.
Keywords: Risk Parity, Risk Factors, Asset Allocation
JEL Classification: G10
Suggested Citation: Suggested Citation