The Risk Parity Page

Risk parity refers to an asset allocation method which consists in budgeting the risk. It is today the main alternative method to the traditional mean-variance portfolio optimization. Contrary to this last one, risk parity portfolios appear robust. It is largely used by institutional investors such as pension funds, sovereign funds or insurance company to manage their equity exposure or their stock/bond asset mix.


Theoretical Research

Empirical Research

Other Materials

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