Risk and Portfolio Construction: Risk parity preferences
The asset allocation strategy can reduce drawdowns, but doesn’t improve long-term returns, argues Andrew Clare. Moreover, those findings are reversed when risk parity is applied within an asset class
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IPE covers a good variety of very current and relevant topics. It is good to read the high-level, independent and objective perspectives from pension funds in other European countries; many of them are dealing with the same issues as we are, so it is interesting to learn from their experiences, especially when they are ahead of where we are on the curve.
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