Browsing: Cliff Asness

Posts Tagged ‘ Cliff Asness ’

For Practitioners of Risk Parity: Don’t Panic

Dec 6th, 2015 | Filed under: Newly Added, Hedge Fund Operations and Risk Management, Risk management, Risk Management Strategies & Processes, Allocating to A.I.

A new paper by Cliff Asness puts the recent relative weakness of Risk Parity Portfolio performance into a broader context. The cumulative excess return from what he calls "simple risk parity" continues to rise steadily though undramatically. Read More


For Practitioners of Risk Parity: Don’t Panic

Oct 6th, 2015 | Filed under: Newly Added, Risk management, Asset allocation, Benchmarking & Performance Attribution, Asset Allocation Models, Risk Management Strategies & Processes, Allocating to A.I.

A new paper by Cliff Asness puts the recent relative weakness of Risk Parity Portfolio performance into a broader context. The cumulative excess return from what he calls "simple risk parity" continues to rise steadily though undramatically. Read More