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December 28th, 2015 | IIJ Practical Applications

Research Center risk parity paper forms basis of article in Institutional Investor Journals publication

The Gerstein Fisher Research Center paper, “Risk Parity Optimality” by Gregg S. Fisher, Philip Z. Maymin and Zakhar G. Maymin, formed the basis for an article in the Fall 2015 issue of Institutional Investor Journals’ publication, Practical Applications. “Practical Applications of Risk Parity Optimality” summarizes key takeaways from the research paper, which finds that a risk-parity portfolio (one that weights assets inversely proportionally to their risk) can beat actively or passively managed portfolios more than 50% of the time.

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