“Will My Risk Parity Strategy Outperform?”: A Comment

Clifford Asness, Andrea Frazzini, Lasse Heje Pedersen

Publikation: Bidrag til tidsskriftKommentar/debatForskning

Abstrakt

A letter is presented in response to the article "Will My Risk Parity Strategy Outperform?" by Robert Anderson, Stephen Bianchi, and Lisa Goldberg, which appeared in the November/December 2012 issue.
OriginalsprogEngelsk
TidsskriftFinancial Analysts Journal
Vol/bind69
Udgave nummer2
Sider (fra-til)12-15
ISSN0015-198X
DOI
StatusUdgivet - 2013

Citationsformater