Risk parity (English Wikipedia)

"2014 Risk Parity Investment Survey – October 21, 2014". Archived from the original on October 1, 2016. Retrieved September 22, 2016.
aiCIO. "Risk Parity Investment Survey". aiCIO. Archived from the original on 9 September 2011. Retrieved 12 September 2011.
Orr, Leanna (26 July 2013). "Is Levering a Portfolio Ever Worth It?". Asset International's Chief Investment Officer. Archived from the original on 28 September 2015. Retrieved 27 July 2013.

ai-ciodigital.com

"Risk Parity, Or Simply Risky?|ai5000". May–June 2010. p. 27. Archived from the original on 2011-06-18. Retrieved 2011-06-15.

aibpa.com

wsp.aibpa.com

"Western States Pension Trust, OPEIU, Minutes – December 10-12, 2008" (PDF). Archived from the original (PDF) on 2016-03-04. Retrieved 2014-02-26.

allianzglobalinvestors.de

[1] Archived 2015-09-28 at the Wayback Machine, Allianz Global Investors, January 22, 2015

arxiv.org

Griveau-Billion, Théophile; Richard, Jean-Charles; Roncalli, Thierry (September 1, 2013). "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios". arXiv:1311.4057. Bibcode:2013arXiv1311.4057G. doi:10.2139/ssrn.2325255. S2CID 8205817. SSRN 2325255. {{cite journal}}: Cite journal requires |journal= (help)
Lindberg, C. (2009). "Portfolio optimization when expected stock returns are determined by exposure to risk". Bernoulli. 15 (2): 464–474. arXiv:0906.2271. Bibcode:2009arXiv0906.2271L. doi:10.3150/08-BEJ163. S2CID 14583403.

berkeley.edu

riskcenter.berkeley.edu

Anderson, Robert M.; Bianchi, Stephen W.; Goldberg, Lisa R. (July 2013). "The Decision to Lever" (PDF). Working Paper # 2013-01, Center for Risk Management Research, University of California, Berkeley. Archived from the original (PDF) on 2013-10-22.

blackrock.com

"Literature Library" (PDF). www.blackrock.com. Archived (PDF) from the original on 2015-09-23. Retrieved 2015-06-30.
"T&C US - Compliance - BlackRock" (PDF). BlackRock. Retrieved 2015-06-30.^{[permanent dead link‍]}
"Literature Library" (PDF). www.blackrock.com. Archived (PDF) from the original on 2015-09-23. Retrieved 2015-06-30.

callan.com

Allen, Gregory C. (February 2010). "The Risk Parity Approach to Asset Allocation" (PDF). Callan Investments Institute Research. Archived from the original (PDF) on September 30, 2011. Retrieved October 18, 2011.
Gregory C. Callan (February 2010). "The Risk Parity Approach to Asset Allocation" (PDF). Callan Investments Institute Research. p. 2. Archived from the original (PDF) on 2011-09-30. Retrieved June 21, 2011.

citywire.co.uk

Asset Management launches risk parity fund Archived 2021-05-09 at the Wayback Machine, citywire.co.uk, October 17, 2013

dauphine.fr

basepub.dauphine.fr

Maillard, Sebastien; Roncalli, Thierry; Teiletche, Jerome (September 2008). "On the properties of equally-weighted risk contributions portfolios". Working Paper. doi:10.2139/ssrn.1271972. SSRN 1271972. Archived from the original on 2021-12-07. Retrieved 2021-12-17.

doi.org

Anderson, Robert M.; Bianchi, Stephen W.; Goldberg, Lisa R. (November–December 2012). "Will My Risk Parity Strategy Outperform?". Financial Analysts Journal. 68 (6): 75–93. doi:10.2469/faj.v68.n6.7. Archived from the original on 2020-06-27. Retrieved 2019-07-01.
Choueifaty, Y.; Coignard, Y. (2008). "Towards maximum diversification". Journal of Portfolio Management. 34 (4): 40–51. doi:10.3905/JPM.2008.35.1.40. S2CID 49359548.
Martellini, L. (2008). "Toward the design of better equity benchmarks". Journal of Portfolio Management. 34 (4): 1–8. doi:10.3905/jpm.2008.709978. S2CID 153889912.
Maillard, Sebastien; Roncalli, Thierry; Teiletche, Jerome (September 2008). "On the properties of equally-weighted risk contributions portfolios". Working Paper. doi:10.2139/ssrn.1271972. SSRN 1271972. Archived from the original on 2021-12-07. Retrieved 2021-12-17.
Griveau-Billion, Théophile; Richard, Jean-Charles; Roncalli, Thierry (September 1, 2013). "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios". arXiv:1311.4057. Bibcode:2013arXiv1311.4057G. doi:10.2139/ssrn.2325255. S2CID 8205817. SSRN 2325255. {{cite journal}}: Cite journal requires |journal= (help)
Spinu, Florin (July 24, 2013). "An Algorithm for Computing Risk Parity Weights". doi:10.2139/ssrn.2297383. SSRN 2297383.
Clarke, R.; de Silva, H.; Thorley, S. (2002). "Portfolio constraints and the fundamental law of active management" (PDF). Financial Analysts Journal. 58 (5): 48–66. doi:10.2469/faj.v58.n5.2468. Archived (PDF) from the original on 2011-06-09. Retrieved 2011-06-15.
Lindberg, C. (2009). "Portfolio optimization when expected stock returns are determined by exposure to risk". Bernoulli. 15 (2): 464–474. arXiv:0906.2271. Bibcode:2009arXiv0906.2271L. doi:10.3150/08-BEJ163. S2CID 14583403.
Asness, Clifford S. (Winter 1996). "Why not 100% Equities". Journal of Portfolio Management. 22 (2): 29–34. doi:10.3905/jpm.1996.29. S2CID 154907850.
Tütüncü, R.H; Koenig, M. (2004). "Robust asset allocation". Annals of Operations Research. 132 (1–4): 132–157. CiteSeerX 10.1.1.136.3697. doi:10.1023/B:ANOR.0000045281.41041.ed. S2CID 2669348.

duke.edu

faculty.fuqua.duke.edu

Clarke, R.; de Silva, H.; Thorley, S. (2002). "Portfolio constraints and the fundamental law of active management" (PDF). Financial Analysts Journal. 58 (5): 48–66. doi:10.2469/faj.v58.n5.2468. Archived (PDF) from the original on 2011-06-09. Retrieved 2011-06-15.

efinancialnews.com

"Views from the top: What's hot and what's not". March 8, 2013. Archived from the original on May 11, 2013. Retrieved March 8, 2013.

escholarship.org

Anderson, Robert M.; Bianchi, Stephen W.; Goldberg, Lisa R. (November–December 2012). "Will My Risk Parity Strategy Outperform?". Financial Analysts Journal. 68 (6): 75–93. doi:10.2469/faj.v68.n6.7. Archived from the original on 2020-06-27. Retrieved 2019-07-01.

feg.com

Gregory D. Houser (November 2010). "Risk Parity; The Truly Balance Portfolio?". Fund Evaluation Group. Archived from the original on 2015-09-27. Retrieved June 21, 2011.

firstquadrant.com

Goldwhite, Paul (October 2008). "Diversification and Risk Management: What Volatility Tells Us" (PDF). First Quadrant Perspective. 5 (3). Archived from the original (PDF) on 2016-03-15. Retrieved 2011-06-15.

ft.com

cachef.ft.com

John Plender (January 30, 2011). "Following the herd risks capital loss". Financial Times. Archived from the original on January 28, 2016. Retrieved June 21, 2011.

ft.com

McCrum, Dan (September 20, 2012). "Investors rush for 'risk parity' shield". Financial Times. Archived from the original on September 22, 2022. Retrieved January 14, 2013.

github.com

"PortfolioAllocation JavaScript library". github.com/lequant40. Archived from the original on 2018-06-27. Retrieved 2017-06-10.
"riskparity.py: fast and scalable design of risk parity portfolios with TensorFlow 2.0". github.com/dppalomar. Archived from the original on 2020-05-03. Retrieved 2019-07-31.
"Design of Risk Parity Portfolios". github.com/dppalomar. Archived from the original on 2019-01-06. Retrieved 2019-07-31.

harvard.edu

ui.adsabs.harvard.edu

Griveau-Billion, Théophile; Richard, Jean-Charles; Roncalli, Thierry (September 1, 2013). "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios". arXiv:1311.4057. Bibcode:2013arXiv1311.4057G. doi:10.2139/ssrn.2325255. S2CID 8205817. SSRN 2325255. {{cite journal}}: Cite journal requires |journal= (help)
Lindberg, C. (2009). "Portfolio optimization when expected stock returns are determined by exposure to risk". Bernoulli. 15 (2): 464–474. arXiv:0906.2271. Bibcode:2009arXiv0906.2271L. doi:10.3150/08-BEJ163. S2CID 14583403.

ipe.com

"Risk Parity: Nice Idea, Awkward Reality". I&PE. April 2, 2011. Retrieved June 21, 2011.^{[permanent dead link‍]}
Schwartz, Stephanie (April 2011). "Risk Parity: Taking the Long View". I&PE. Retrieved June 21, 2011.^{[permanent dead link‍]}
Henrik Gade Jepsen (April 2011). "Case Study:ATP". Investments and Pensions Europe.^{[permanent dead link‍]}

marketwatch.com

"Salient Partners Debuts Industry-First Risk Parity Index". MarketWatch. Archived from the original on March 2, 2014.

nepc.com

Levell, Christopher A. (March 2010). "Risk Parity: In the Spotlight After 50 Years" (PDF). NEPC. Archived from the original (PDF) on June 26, 2011. Retrieved October 18, 2011.

opalesque.com

McCann, Bailey. "Salient Partners launches Salient Risk Parity Inde". Aug 21, 2012. Opalesque. Archived from the original on August 27, 2012. Retrieved February 7, 2013.

panagora.com

Qian, E. (September 2005). "Risk parity portfolios: Efficient portfolios through true diversification" (PDF). Panagora Asset Management. Archived (PDF) from the original on 2016-09-20. Retrieved 2016-08-31. {{cite journal}}: Cite journal requires |journal= (help)

pionline.com

Kozlowski, Rob (8 October 2014). "PennPSERS allocates $900 million total to 3 managers". Archived from the original on 2015-09-24. Retrieved 2015-06-30.

portfoliooptimizer.io

"Portfolio Optimizer". portfoliooptimizer.io/. Archived from the original on 2022-01-03. Retrieved 2020-11-11.

psu.edu

citeseerx.ist.psu.edu

Tütüncü, R.H; Koenig, M. (2004). "Robust asset allocation". Annals of Operations Research. 132 (1–4): 132–157. CiteSeerX 10.1.1.136.3697. doi:10.1023/B:ANOR.0000045281.41041.ed. S2CID 2669348.

scribd.com

Inker, Ben (March 2010). "The Hidden Risk of Risk Parity Portfolios". GMO White Paper. Archived from the original on 2013-05-12. Retrieved 2017-09-10. {{cite journal}}: Cite journal requires |journal= (help)

semanticscholar.org

api.semanticscholar.org

Choueifaty, Y.; Coignard, Y. (2008). "Towards maximum diversification". Journal of Portfolio Management. 34 (4): 40–51. doi:10.3905/JPM.2008.35.1.40. S2CID 49359548.
Martellini, L. (2008). "Toward the design of better equity benchmarks". Journal of Portfolio Management. 34 (4): 1–8. doi:10.3905/jpm.2008.709978. S2CID 153889912.
Griveau-Billion, Théophile; Richard, Jean-Charles; Roncalli, Thierry (September 1, 2013). "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios". arXiv:1311.4057. Bibcode:2013arXiv1311.4057G. doi:10.2139/ssrn.2325255. S2CID 8205817. SSRN 2325255. {{cite journal}}: Cite journal requires |journal= (help)
Lindberg, C. (2009). "Portfolio optimization when expected stock returns are determined by exposure to risk". Bernoulli. 15 (2): 464–474. arXiv:0906.2271. Bibcode:2009arXiv0906.2271L. doi:10.3150/08-BEJ163. S2CID 14583403.
Asness, Clifford S. (Winter 1996). "Why not 100% Equities". Journal of Portfolio Management. 22 (2): 29–34. doi:10.3905/jpm.1996.29. S2CID 154907850.
Tütüncü, R.H; Koenig, M. (2004). "Robust asset allocation". Annals of Operations Research. 132 (1–4): 132–157. CiteSeerX 10.1.1.136.3697. doi:10.1023/B:ANOR.0000045281.41041.ed. S2CID 2669348.

ssrn.com

papers.ssrn.com

Maillard, Sebastien; Roncalli, Thierry; Teiletche, Jerome (September 2008). "On the properties of equally-weighted risk contributions portfolios". Working Paper. doi:10.2139/ssrn.1271972. SSRN 1271972. Archived from the original on 2021-12-07. Retrieved 2021-12-17.
Spinu, Florin (July 24, 2013). "Am algorithm for Computing Risk Parity Weights". SSRN 2297383.
Griveau-Billion, Théophile; Richard, Jean-Charles; Roncalli, Thierry (September 1, 2013). "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios". arXiv:1311.4057. Bibcode:2013arXiv1311.4057G. doi:10.2139/ssrn.2325255. S2CID 8205817. SSRN 2325255. {{cite journal}}: Cite journal requires |journal= (help)
Spinu, Florin (July 24, 2013). "An Algorithm for Computing Risk Parity Weights". doi:10.2139/ssrn.2297383. SSRN 2297383.

stackexchange.com

quant.stackexchange.com

"Risk Parity portfolio construction". quant.stackexchange.com. Archived from the original on 2016-06-25. Retrieved 2016-06-07.

theriskparityindex.com

"Salient Risk Parity Index". Salient Partners LP. Archived from the original on 2012-03-16. Retrieved 2012-02-15.

thierry-roncalli.com

Sébastien Maillard, Thierry Roncalli, Jérôme Teiletche. "On the properties of equally-weighted risk contributions portfolios" (PDF). Archived (PDF) from the original on 2016-02-22. Retrieved 2016-06-07.{{cite web}}: CS1 maint: multiple names: authors list (link)

top1000funds.com

Amanda White (March 9, 2010). "Risk Parity Becomes Bittersweet Flavour". Top 1000 Funds. Archived from the original on October 16, 2011. Retrieved October 18, 2011.

web.archive.org

Sébastien Maillard, Thierry Roncalli, Jérôme Teiletche. "On the properties of equally-weighted risk contributions portfolios" (PDF). Archived (PDF) from the original on 2016-02-22. Retrieved 2016-06-07.{{cite web}}: CS1 maint: multiple names: authors list (link)
"Risk Parity portfolio construction". quant.stackexchange.com. Archived from the original on 2016-06-25. Retrieved 2016-06-07.
Qian, E. (September 2005). "Risk parity portfolios: Efficient portfolios through true diversification" (PDF). Panagora Asset Management. Archived (PDF) from the original on 2016-09-20. Retrieved 2016-08-31. {{cite journal}}: Cite journal requires |journal= (help)
Anderson, Robert M.; Bianchi, Stephen W.; Goldberg, Lisa R. (November–December 2012). "Will My Risk Parity Strategy Outperform?". Financial Analysts Journal. 68 (6): 75–93. doi:10.2469/faj.v68.n6.7. Archived from the original on 2020-06-27. Retrieved 2019-07-01.
Amanda White (March 9, 2010). "Risk Parity Becomes Bittersweet Flavour". Top 1000 Funds. Archived from the original on October 16, 2011. Retrieved October 18, 2011.
Maillard, Sebastien; Roncalli, Thierry; Teiletche, Jerome (September 2008). "On the properties of equally-weighted risk contributions portfolios". Working Paper. doi:10.2139/ssrn.1271972. SSRN 1271972. Archived from the original on 2021-12-07. Retrieved 2021-12-17.
Allen, Gregory C. (February 2010). "The Risk Parity Approach to Asset Allocation" (PDF). Callan Investments Institute Research. Archived from the original (PDF) on September 30, 2011. Retrieved October 18, 2011.
Gregory D. Houser (November 2010). "Risk Parity; The Truly Balance Portfolio?". Fund Evaluation Group. Archived from the original on 2015-09-27. Retrieved June 21, 2011.
Levell, Christopher A. (March 2010). "Risk Parity: In the Spotlight After 50 Years" (PDF). NEPC. Archived from the original (PDF) on June 26, 2011. Retrieved October 18, 2011.
Goldwhite, Paul (October 2008). "Diversification and Risk Management: What Volatility Tells Us" (PDF). First Quadrant Perspective. 5 (3). Archived from the original (PDF) on 2016-03-15. Retrieved 2011-06-15.
"PortfolioAllocation JavaScript library". github.com/lequant40. Archived from the original on 2018-06-27. Retrieved 2017-06-10.
"riskparity.py: fast and scalable design of risk parity portfolios with TensorFlow 2.0". github.com/dppalomar. Archived from the original on 2020-05-03. Retrieved 2019-07-31.
"Design of Risk Parity Portfolios". github.com/dppalomar. Archived from the original on 2019-01-06. Retrieved 2019-07-31.
"Portfolio Optimizer". portfoliooptimizer.io/. Archived from the original on 2022-01-03. Retrieved 2020-11-11.
Gregory C. Callan (February 2010). "The Risk Parity Approach to Asset Allocation" (PDF). Callan Investments Institute Research. p. 2. Archived from the original (PDF) on 2011-09-30. Retrieved June 21, 2011.
John Plender (January 30, 2011). "Following the herd risks capital loss". Financial Times. Archived from the original on January 28, 2016. Retrieved June 21, 2011.
"Western States Pension Trust, OPEIU, Minutes – December 10-12, 2008" (PDF). Archived from the original (PDF) on 2016-03-04. Retrieved 2014-02-26.
"2014 Risk Parity Investment Survey – October 21, 2014". Archived from the original on October 1, 2016. Retrieved September 22, 2016.
McCann, Bailey. "Salient Partners launches Salient Risk Parity Inde". Aug 21, 2012. Opalesque. Archived from the original on August 27, 2012. Retrieved February 7, 2013.
"Salient Risk Parity Index". Salient Partners LP. Archived from the original on 2012-03-16. Retrieved 2012-02-15.
"Salient Partners Debuts Industry-First Risk Parity Index". MarketWatch. Archived from the original on March 2, 2014.
Asset Management launches risk parity fund Archived 2021-05-09 at the Wayback Machine, citywire.co.uk, October 17, 2013
[1] Archived 2015-09-28 at the Wayback Machine, Allianz Global Investors, January 22, 2015
Laise, Eleanor (October 2, 2010). "How Risky Are Those Low-Risk Funds?". Wall Street Journal. Archived from the original on February 17, 2022. Retrieved February 7, 2013.
Corkery, Michael (June 27, 2013). "Fashionable 'Risk Parity' Funds Hit Hard". Wall Street Journal. Archived from the original on December 31, 2014. Retrieved July 31, 2013.
"Literature Library" (PDF). www.blackrock.com. Archived (PDF) from the original on 2015-09-23. Retrieved 2015-06-30.
Clarke, R.; de Silva, H.; Thorley, S. (2002). "Portfolio constraints and the fundamental law of active management" (PDF). Financial Analysts Journal. 58 (5): 48–66. doi:10.2469/faj.v58.n5.2468. Archived (PDF) from the original on 2011-06-09. Retrieved 2011-06-15.
Kozlowski, Rob (8 October 2014). "PennPSERS allocates $900 million total to 3 managers". Archived from the original on 2015-09-24. Retrieved 2015-06-30.
McCrum, Dan (September 20, 2012). "Investors rush for 'risk parity' shield". Financial Times. Archived from the original on September 22, 2022. Retrieved January 14, 2013.
aiCIO. "Risk Parity Investment Survey". aiCIO. Archived from the original on 9 September 2011. Retrieved 12 September 2011.
Anderson, Robert M.; Bianchi, Stephen W.; Goldberg, Lisa R. (July 2013). "The Decision to Lever" (PDF). Working Paper # 2013-01, Center for Risk Management Research, University of California, Berkeley. Archived from the original (PDF) on 2013-10-22.
Orr, Leanna (26 July 2013). "Is Levering a Portfolio Ever Worth It?". Asset International's Chief Investment Officer. Archived from the original on 28 September 2015. Retrieved 27 July 2013.
"Risk Parity, Or Simply Risky?|ai5000". May–June 2010. p. 27. Archived from the original on 2011-06-18. Retrieved 2011-06-15.
Inker, Ben (March 2010). "The Hidden Risk of Risk Parity Portfolios". GMO White Paper. Archived from the original on 2013-05-12. Retrieved 2017-09-10. {{cite journal}}: Cite journal requires |journal= (help)
"Views from the top: What's hot and what's not". March 8, 2013. Archived from the original on May 11, 2013. Retrieved March 8, 2013.
"Literature Library" (PDF). www.blackrock.com. Archived (PDF) from the original on 2015-09-23. Retrieved 2015-06-30.

wsj.com

"Fashionable 'Risk Parity' Funds Hit Hard". Wall Street Journal. June 27, 2013. Retrieved December 14, 2023.
Laise, Eleanor (October 2, 2010). "How Risky Are Those Low-Risk Funds?". Wall Street Journal. Archived from the original on February 17, 2022. Retrieved February 7, 2013.
Corkery, Michael (June 27, 2013). "Fashionable 'Risk Parity' Funds Hit Hard". Wall Street Journal. Archived from the original on December 31, 2014. Retrieved July 31, 2013.