Does Risk Parity Maximize Risk-Adjusted Returns?
Risk parity implementation starts from the observation that while a traditional 60/40 stock/bond portfolio appears well diversified, equities are a lot more volatile than fixed income securities. Follow the article on The HedgeFund Journal to learn more.
December 01, 2016
Risk parity implementation starts from the observation that while a traditional 60/40 stock/bond portfolio appears well diversified, equities are a lot more volatile than fixed income securities. Follow the article on The HedgeFund Journal to learn more.