In this issue
Risk Parity, Maximum Diversification,
and Minimum Variance: An Analytic Perspective
and Minimum Variance: An Analytic Perspective
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- Low-Risk Benchmarking Transcends Rebalancing Methods
- Adaptive Optimal Risk Budgeting
- Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
- Momentum and Covered Calls Almost Everywhere
- Low Volatility Needs Little Trading
- Active Risk-Based Investing
- Extending the Risk Parity Approach to Higher Moments: Is There Any Value Added?
- Currency Exposure in International Minimum-Variance Equity Portfolios
- Smart Beta Is Not Monkey Business
- The Low-Correlation Enhancement: How to Make Alternative Beta Smarter
- Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy
- Toward Conditional Risk Parity: Improving Risk Budgeting Techniques in Changing Economic Environments
- Evaluating the Efficiency of "Smart Beta" Indexes
- Using Index ETFs for Multi-Asset-Class Investing: * Shifting the Efficient Frontier Up