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DAILYALTS: Utilizing Risk Parity To Generate Better Equity Portfolio Outcomes

TedTed
in The Bullpen
FYI: In light of the empirical evidence demonstrating the shortcomings of market cap-weighted indexes, it “seems remarkable” that the vast majority of equity exposure remains “index-like,” according to PanAgora Asset Management’s Eric Sorensen and Nicholas Alonso. Mr. Sorensen is PanAgora’s president and CEO, and Mr. Alonso is a portfolio manager for the firm’s Multi-Asset Group. Together, the two gentlemen have authored an extensive review of risk parity strategies titled “The Resale Value of Risk-Parity Equity Portfolios,” which was published in the Winter 2015 edition of The Journal of Portfolio Management
Regards,
Ted
http://dailyalts.com/utilizing-risk-parity-generate-better-equity-portfolio-outcomes/
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