Active Risk Parity

8 Pages Posted: 29 Nov 2012

Date Written: July 23, 2012

Abstract

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

Bhansali, Vineer, Active Risk Parity (July 23, 2012). Available at SSRN: https://ssrn.com/abstract=2182077 or http://dx.doi.org/10.2139/ssrn.2182077

Vineer Bhansali (Contact Author)

LongTail Alpha, LLC ( email )

500 Newport Center Drive
Suite 820
Newport Beach, CA 92660
United States

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