May 222011
 

Risk Parity portfolios are also known as Equal Risk or Balanced Risk portfolios, because their portfolio risk is balanced equally among their components. If you build investment products, manage client assets, or advise clients on asset allocation, chances are there is a place for Risk Parity among your portfolios. Risk Parity fits best wherever you […]

May 022011
 

Updated October 2014, replacing the word “imaginary” with “reconstructed.” – TMA If you’re managing portfolios without using a risk model, you’re probably relying on regression statistics of asset returns to estimate risk characteristics such as Beta. For reporting purposes or for the purpose of measuring sensitivity to a broad index whose constituents don’t change drastically […]

 Posted by on May 2, 2011 Hedging, Portfolio Risk No Responses »

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