Title:

On Risk Parity Performance

Authors:

Émerson Filho (KPMG AG)
Raquel M. Gaspar (U Lisboa)

Journal:

Journal Of Portfolio Management

Year:

2024

Volume:

50

Number:

5

Pages:

103-131

JEL codes:

D23 - Organizational Behavior; Transaction Costs; Property Rights
G11 - Portfolio Choice; Investment Decisions