2014

Baltas, Nick & Jessop, David & Jones, Claire & Zhang, Heran (2014) “Quant Keys: Risk-Parity versus Mean-Variance”, UBS Research

Hecht, Peter (2014) “Risk Parity is not a Hedge Fund Strategy & Other Common Risk Parity Misperceptions“, Evanston Capital Management

Hochreiter, Ronald (2014) “An Evolutionary Optimization Approach to Risk Parity Portfolio Selection“, Independent

2013

Fisher, Gregg S. & Maymin, Philip & Maymin, Zakhar (2013) “Risk Parity Optimality”, NYU Polytechnic School of Engineering

2012

Asness, Clifford S. & Frazzini, Andrea & Pedersen, Lasse H. (2012) “Leverage Aversion and Risk Parity”, Financial Analysts Journal

Kaya, Hakan & Lee, Wai (2012) “Demystifying Risk Parity”, Neuberger Berman Research

Roncalli, Thierry & Weisang, Guillaume (2012) “Risk Parity Portfolios with Risk Factors

2011

Chaves, Denis B. & Hsu, Jason C. & Li, Feifei & Shakernia, Omid (2011) “Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios”, Journal of Investing

Lee, Wai (2011) “Risk-Based Asset Allocation: A New Answer to an Old Question?“, Journal of Portfolio Management

Kunz, Samuel (2011) “At Par with Risk Parity?”, CFA Institute

Peters, Edgar E. (2011) “Balancing Asset Growth and Liability Hedging through Risk Parity“, The Journal of Investing (åtkomst kräver medlemskap på IIJ)

Ruban, Oleg & Melas, Dimitris (2011) “Constructing Risk Parity Portfolios: Rebalance, Leverage, or Both?“, The Journal of Investing (åtkomst kräver medlemskap på IIJ)

Thiagarajan, S. Ramu & Schachter, Barry (2011) “Risk Parity: Rewards, Risks, and Research Opportunities”, Journal of Investing

2010

Maillard, Sébastien & Roncalli, Thierry & Teïletche, Jérôme (2010) “The Properties of Equally Weighted Risk Contribution Portfolios”, The Journal of Portfolio Management

Hör gärna av dig om du har en intressant artikel som du tycker hör hemma här! Publikation i en vetenskaplig tidskrift är inget krav.