Risk parity
id:
risk-parity-178-12585269
title:
Risk parity
text:
Risk parity is an approach to investment management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. The risk parity approach asserts that when asset allocations are adjusted to the same risk level, the risk parity portfolio can achieve a higher Sharpe ratio and can be more resistant to market downturns than the traditional portfolio. Risk parity is vulnerable to significant shifts in correlation regimes, such as observed in Q1 2020, which le
brand slug:
wiki
category slug:
encyclopedia
description:
Approach to investment management focusing on allocation of risk
original url:
https://en.wikipedia.org/wiki/Risk_parity
date created:
2009-05-28T17:58:08Z
date modified:
2024-09-04T14:49:02Z
main entity:
{"identifier":"Q7336295","url":"https://www.wikidata.org/entity/Q7336295"}
image:
fields total:
13
integrity:
15