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.pdf Risk Parity CFA Manual Chapter 4 (G. Allen): Sil...