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Episode 5: A Short History of Risk Parity and Asset Allocation (Part 2)

Season 1 Episode 5 Published 5 years, 7 months ago

Description

In this follow-up to Episode 3, we explore the development of risk-parity style investing from the 1980s to the present day.

Links:

The All Weather Strategy Paper: Bridgewater Paper 2009.12 AW Info Pack.doc (granicus.com)

Risk Parity Portfolios: Efficient Portfolios Through True Diversification: https://www.panagora.com/assets/PanAgora-Risk-Parity-Portfolios-Efficient-Portfolios-Through-True-Diversification.pdf

Risk Parity CFA Manual Chapter 4 (G. Allen): Silver Bullet Or A Bridge Too Far: CFA Manual Risk Parity Chapter-2018.pdf - Google Drive

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