The Resale Value of Risk-Parity Equity Portfolios

Eric H. Sorensen; Nicholas F. Alonso

doi:10.3905/jpm.2015.41.2.023

The Resale Value of Risk-Parity Equity Portfolios

Eric H. Sorensen and Nicholas F. Alonso

The Journal of Portfolio Management Winter 2015, 41 (2) 23-32; DOI: https://doi.org/10.3905/jpm.2015.41.2.023

Eric H. Sorensen

is president and CEO at PanAgora Asset Management in Boston, MA.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: esorensen@panagora.com

Nicholas F. Alonso

is a portfolio manager for the Multi-Asset Group at PanAgora Asset Management in Boston, MA.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: nalonso@panagora.com

Article
Info & Metrics
PDF (Subscribers Only)

Click to login and read the full article.

Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
EMEA: +44 0207 139 1600

Don’t have access? Click here to request a demo

Alternatively, Call a member of the team to discuss membership options

US and Overseas: +1 646-931-9045

UK: 0207 139 1600

Log in using your username and password

Username *

Password *

Forgot your user name or password?

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 41, Issue 2

Winter 2015

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following The Resale Value of Risk-Parity Equity Portfolios

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

The Resale Value of Risk-Parity Equity Portfolios

Eric H. Sorensen, Nicholas F. Alonso

The Journal of Portfolio Management Jan 2015, 41 (2) 23-32; DOI: 10.3905/jpm.2015.41.2.023

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

The Resale Value of Risk-Parity Equity Portfolios

Eric H. Sorensen, Nicholas F. Alonso

The Journal of Portfolio Management Jan 2015, 41 (2) 23-32; DOI: 10.3905/jpm.2015.41.2.023

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

How Long Is Long Enough?
Risk-Parity Optimality Even with Negative Sharpe Ratio Assets
Active Management in Defined Contribution Plans
The Golden Age of Quant
Does Past Performance Matter in Investment Manager Selection?

Google Scholar

Main menu

User menu

Search

The Journal of Portfolio Management

The Resale Value of Risk-Parity Equity Portfolios

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

The Resale Value of Risk-Parity Equity Portfolios

Log in using your username and password

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected