Risk Parity

Styles

Allocating by risk contribution rather than capital, usually with leveraged bonds. The literature is thin and mostly written by its own practitioners; the sceptical case lives in journal articles.

7 books · 2 people behind it

Start here

  1. Risk ParityAlex Shahidi, 2021
  2. Balanced Asset AllocationAlex Shahidi, 2014
  3. Expected ReturnsAntti Ilmanen, 2011

The people behind it 2

Each person holds a book in this entry or names it in their own tags.

Investors 2

Ray Dalio1 book here
AI
Antti Ilmanen1 book here

Books 7

Expected Returns
T2 Expected Returns
Antti Ilmanen · 2011 · Puts risk parity in the context of every other risk premium.
Open Library
Introduction to Risk Parity and Budgeting
T2 Introduction to Risk Parity and Budgeting
Thierry Roncalli · 2013 · The technical reference: risk contributions, budgeting and the mathematics.
Open Library
Principles
T2 Principles
Ray Dalio · 2017 · Bridgewater's culture and the thinking behind All Weather.
Open Library
Nat EliasonAndrew LokenauthArianna HuffingtonAusten AllredBill GatesBryan JohnsonDavid CancelDoug McMillonDrew HoustonEric JorgensonHoward MarksJack DorseyJoel ConnollyKevin SystromMarc BenioffMark CubanMatt MullenwegMichael BatkoMichael BloombergNaval RavikantNick HuberNiki ScevakPatrick O'ShaughnessyRan SegallRay DalioReed HastingsTim FerrissTom BilyeuTony RobbinsZoë Foster Blake
Balanced Asset Allocation
T3 Balanced Asset Allocation
Alex Shahidi · 2014 · Earlier version of the same argument, built around economic environments.
Open Library
Adaptive Asset Allocation
T3 Adaptive Asset Allocation
Adam Butler, Michael Philbrick, Rodrigo Gordillo · 2015 · Risk-balanced allocation extended with momentum and volatility rules.
Open Library
Risk Parity Fundamentals
T3 Risk Parity Fundamentals
Edward E. Qian · 2016 · By the man who named the approach; quantitative and technical.
Open Library
Risk Parity
T3 Risk Parity
Alex Shahidi · 2021 · The clearest practitioner statement of the balanced-risk case.
Open Library