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

The risks embedded in asset-based risk parity portfolios are explored using a simple, economically motivated approach. Such an approach can go a long way toward demystifying and making more explicit the drivers of performance and risks of asset-based risk parity portfolios. Investors in risk parity can use this approach for more robust portfolio construction and for benchmarking and differentiating various risk parity approaches

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Year of publication:	2016
Authors:	Bhansali, Vineer
Other Persons:	Davis, Josh (contributor) ; Rennison, Graham (contributor) ; Hsu, Jason C. (contributor) ; Li, Feifei (contributor)
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Tourismusregion \| Tourism destination \| Risiko \| Risk \| Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| Zinsparität \| Interest rate parity
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Investing, Vol. 21, No. 3, Fall 2012, pp. 102-110 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 25, 2012 erstellt Volltext nicht verfügbar
Classification:	G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013007852