Search results with tag "Risk parity and efficient asset allocation"

Risk Parity and Efficient Asset Allocation

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 …

  Risks, Paper, Allocation, Efficient, Asset, Risk parity, Parity, Risk parity and efficient asset allocation