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AQR: Risk Parity’s Chances Of Exacerbating A Market Crash Are ‘Grossly Overstated’

TedTed
in The Bullpen
FYI: The quantitative investment firm tested claims that risk parity and short volatility strategies are linked — and found that while the two investment strategies are related, they’re not correlated.
Regards,
Ted
https://www.institutionalinvestor.com/article/b1gxkhmbbj2080/AQR-Risk-Parity-s-Chances-of-Exacerbating-a-Market-Crash-Are-Grossly-Overstated
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