At Par with Risk Parity? PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. CFA Institute Conference Proceedings Quarterly September 2011, Vol. 28, No. 3, 7 pages Source: CFA InstituteSamuel Kunz, CFA Read Abstract Risk parity attempts to remove the equity dominance of a traditional beta-allocated portfolio and equalize all asset risk contributions. The problem is that expected return declines. The solution is to leverage part of the, or the whole, portfolio. The benefits of a risk parity approach—better beta diversification and more efficient portfolios—come with several trade-offs to consider before a risk parity approach is adopted. View more information Topics Portfolio Management : Asset Allocation Price US$0.00 Member | US$10.00 Candidate | US$10.00 Nonmember Credits · About the CE Program What are credits? Who knows. 0.5 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: MarketPsych: How to Manage Fear and Build Your Investor Identity This practitioner-oriented book takes the subject of behavioral finance from the quaint and theoretical to the powerful and practical. ... More After the Fall In this article, the authors describe their study of the long-term effects of financial crises on GDP growth and employment, concluding ... More Strategic Asset Allocation with ETFs This webinar discusses how to use ETFs to implement strategic asset allocation. More Loading ...