Risk Parity
Risk Parity: Simple idea, complex questions
01 Jun 2012
Brendan Maton asks what the track records of risk parity strategies can tell us about their suitability for new economic environments, and how they might fit into the thinking of European pension...
Risk Parity: Risk parity for a single asset class
01 Jun 2012
Pure risk parity just about works in a multi-asset class context. For individual asset classes, Joseph Mariathasan finds that it needs to be constrained and adapted – but still offers a useful...
Risk Parity: Risk parity for pension schemes?
01 Jun 2012
Gearing-up on bonds looks remarkably like LDI, notes Gwion Moore. So what does this tell us about the suitability of risk parity for an investor whose starting point is a significant short position...
Risk Parity: ‘Risk parity is not sufficient’
01 Jun 2012
Martin Steward discusses the philosophy behind the risk-factor allocation approach adopted by Danish pension fund ATP with CIO Henrik Gade Jepsen – and the impact of a new risk environment on its...
Risk Parity: I’m a (cautious) believer
01 Jun 2012
The principles of risk parity may be sound, the CEO of AIMCo tells Joel Kranc, but the exuberance must be tempered by the current economic climate
Risk Parity: A better balance
01 Jun 2012
Joel Kranc discusses the rationale for a gradual shift to the risk parity model with Bill Estabrook, executive director with Ohio Police & Fire Pension Fund
Risk Parity: The truly balanced portfolio
01 Jun 2012
Martin Steward spoke with Ray Dalio of Bridgewater Associates, the pioneer of alpha/beta separation and risk parity, about strategic diversified beta portfolios
Risk Parity: Nice idea, awkward reality
01 Apr 2011
The tweaking and adjustments managers force upon ‘risk parity’ strategies betray the risks at the heart of the concept, writes Joseph Mariathasan
Risk Parity: Missed opportunity?
01 Apr 2011
Investment managers are launching risk parity funds in response to investor demand in the US market place. Matthew Roberts wonders why there hasn’t been the same level of demand in the UK
Risk Parity: Case study: ATP
01 Apr 2011
Risk parity alone cannot do the trick of maximising risk-adjusted returns and minimising the risk of large drawdowns. Henrik Gade Jepsen describes the additional pillars on which ATP’s investment...
Risk Parity: Risk parity, risk management and the real world
01 Apr 2011
AQR’s Adam Berger, Michael Mendelson and Daniel Villalon discuss risk, and the practical challenges of managing it successfully
Risk Parity: Achieving targeted returns with an ‘All Weather’ asset allocation
01 Apr 2011
Bob Prince and Paul Ross discuss the approach of Bridgewater Associates, founder of risk parity
Risk Parity: Risk parity and portfolio design
01 Apr 2011
Sanjoy Ghosh of PanAgora Asset Management explains how the risk parity methodology can be used to create a diversified and risk-balanced portfolio, without sacrificing returns
Risk Parity: Risk parity primer
01 Apr 2011
Andrew J Dudley explains how Putnam’s dynamically allocated risk parity approach balances risk contributions
Risk Parity: Taking risk parity a step further
01 Apr 2011
Wegelin & Co’s Oldrik Verloop and Frank Haeusler show how incorporating active tail-risk management in the portfolio construction process can help prevent painful surprises
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