Transcription of Risk Parity and Efficient Asset Allocation
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Risk Parity and Efficient Asset Allocation
Lee Partridge, CFA Roberto Croce, Katherine Kellert, CAIA Risk Parity and Efficient Asset Allocation Salient Whitepaper #2011-11 Fund ID: RP Primer Salient Capital Advisors, LLC, 2012 Authors: Lee Partridge, CFA, et. al. 2 This information is being provided to you by Salient Capital Advisors, LLC, and is intended solely for educational purposes. No other distribution or use of these materials has been authorized. The opinions expressed in these materials represent the personal views of the investment professionals of Salient Capital Advisors, LLC and is based on their broad based investment knowledge, experience, research and analysis. It must be noted, however, that no one can accurately predict the future of the market with certainty or guarantee future investment performance.
In this paper, Risk Parity refers to a 50% risk contribution from the S&P 500 TR Index and a 50% risk contribution from the Barclays Aggregate Bond Index, formerly …
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