Episode 5: A Short History of Risk Parity and Asset Allocation (Part 2)

In this follow-up to Episode 3, we explore the development of risk-parity style investing from the 1980s to the present day.Links:The All Weather Strategy Paper:   Bridgewater Paper 2009.12 AW Info Pack.doc (granicus.com)Risk Parity Portfolios:  Efficient Portfolios Through True Diversification:  https://www.panagora.com/assets/PanAgora-Risk-Parity-Portfolios-Efficient-Portfolios-Through-True-Diversification.pdfRisk Parity CFA Manual Chapter 4 (G. Allen):  Silver Bullet Or A Bridge Too Far: CFA Manual Risk Parity Chapter-2018.pdf - Google DriveSupport the show