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Quant Who Coined Risk Parity Says Wall Street Has It Wrong

TedTed
in The OT Bullpen
FYI: Nowadays, it’s a rare selloff that isn’t blamed on the growing heft of a strategy called risk parity.
But to a 52-year-old quant who helped develop it, the problem isn’t that risk parity is too big, but too small.
Regards,
Ted
http://www.bloomberg.com/news/articles/2016-09-29/quant-who-coined-risk-parity-says-wall-street-has-it-all-wrong
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