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

Clifford Asness; Andrea Frazzini; Lasse Heje Pedersen

doi:10.2469/faj.v69.n2.8

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

Clifford Asness, Andrea Frazzini, Lasse Heje Pedersen

Department of Finance

AQR Capital Management

Research output: Contribution to journal › Comment/debate › Research

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 language	English
Journal	Financial Analysts Journal
Volume	69
Issue number	2
Pages (from-to)	12-15
ISSN	0015-198X
DOIs	https://doi.org/10.2469/faj.v69.n2.8
Publication status	Published - 2013

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title = "“Will My Risk Parity Strategy Outperform?”: A Comment ",

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.",

author = "Clifford Asness and Andrea Frazzini and {Heje Pedersen}, Lasse",

year = "2013",

doi = "10.2469/faj.v69.n2.8",

language = "English",

volume = "69",

pages = "12--15",

journal = "Financial Analysts Journal",

issn = "0015-198X",

publisher = "C F A Institute",

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T1 - “Will My Risk Parity Strategy Outperform?”

T2 - A Comment

AU - Asness, Clifford

AU - Frazzini, Andrea

AU - Heje Pedersen, Lasse

PY - 2013

Y1 - 2013

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

SN - 0015-198X

VL - 69

SP - 12

EP - 15

JO - Financial Analysts Journal

JF - Financial Analysts Journal

IS - 2

ER -