Liste des produits du fournisseur Roncalli Thierry

Lyxor Asset Management, Paris - Head of Quantitative Research; University of Evry, France ;

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Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation [extrait BMI 138]

Introducing Expected Returns into Risk Parity Portfolios: A New Framework for...

Version numérique PDFRisk parity is an allocation method used to build diversified portfolios that does not rely on any assumptions of expected returns, thus placing risk management at the heart of the strategy. This explains why risk parity became a popular investment model after the global financial crisis in 2008. However, risk parity has also been...
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