Thursday Links: Not all risk parity strategies are created alike

Premier financial blog Abnormal Returns includes Megan Woods’ “Risk Parity – What’s in a Name” as one of its select daily reads. The piece, first appearing in FINalternatives, analyzes performance of risk parity mutual funds, finding a surprising disparity between offerings in terms of estimated asset exposure and implied leverage levels.

May 22, 2014

Premier financial blog Abnormal Returns includes Megan Woods’ “Risk Parity – What’s in a Name” as one of its select daily reads. The piece, first appearing in FINalternatives, analyzes performance of risk parity mutual funds, finding a surprising disparity between offerings in terms of estimated asset exposure and implied leverage levels.