Will My Risk Parity Strategy Outperform?

Robert M. Anderson, Stephen W. Bianchi and Lisa R. Goldberg

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: Social and Behavioral Sciences; Business; Risk parity; value weighting; fixed mix; leverage; turnover; trading costs; borrowing costs; market frictions; statistical significance; outperformance; Sharpe ratio (search for similar items in EconPapers)
Date: 2012-03-27
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Citations: View citations in EconPapers (44)

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