“Will My Risk Parity Strategy Outperform?”

A Comment

Clifford Asness, Andrea Frazzini, Lasse Heje Pedersen

Research output: Contribution to journalComment/debateResearch

Abstract

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.
Original languageEnglish
JournalFinancial Analysts Journal
Volume69
Issue number2
Pages (from-to)12-15
ISSN0015-198X
DOIs
Publication statusPublished - 2013

Cite this

Asness, Clifford ; Frazzini, Andrea ; Heje Pedersen, Lasse. / “Will My Risk Parity Strategy Outperform?” : A Comment . In: Financial Analysts Journal. 2013 ; Vol. 69, No. 2. pp. 12-15.
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“Will My Risk Parity Strategy Outperform?” : A Comment . / Asness, Clifford; Frazzini, Andrea; Heje Pedersen, Lasse.

In: Financial Analysts Journal, Vol. 69, No. 2, 2013, p. 12-15.

Research output: Contribution to journalComment/debateResearch

TY - JOUR

T1 - “Will My Risk Parity Strategy Outperform?”

T2 - A Comment

AU - Asness, Clifford

AU - Frazzini, Andrea

AU - Heje Pedersen, Lasse

PY - 2013

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N2 - 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.

AB - 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.

U2 - 10.2469/faj.v69.n2.8

DO - 10.2469/faj.v69.n2.8

M3 - Comment/debate

VL - 69

SP - 12

EP - 15

JO - Financial Analysts Journal

JF - Financial Analysts Journal

SN - 0015-198X

IS - 2

ER -