Risk Parity Optimality

Gregg S. Fisher; Philip Z. Maymin; Zakhar G. Maymin

doi:10.3905/jpm.2015.41.2.042

Risk Parity Optimality

Gregg S. Fisher, Philip Z. Maymin and Zakhar G. Maymin

The Journal of Portfolio Management Winter 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042

Gregg S. Fisher

is chief investment officer of Gerstein Fisher in New York, NY.

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For correspondence: gfisher@gersteinfisher.com

Philip Z. Maymin

is an assistant professor of finance and risk engineering at NYU-Polytechnic Institute in New York, NY.

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For correspondence: philip@maymin.com

Zakhar G. Maymin

is head of research at Gerstein Fisher Research Center and a member of the investment strategy group at Gerstein Fisher in New York, NY.

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For correspondence: zmaymin@gersteinfisher.com

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Risk Parity Optimality

Gregg S. Fisher, Philip Z. Maymin, Zakhar G. Maymin

The Journal of Portfolio Management Jan 2015, 41 (2) 42-56; DOI: 10.3905/jpm.2015.41.2.042

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Risk Parity Optimality

Gregg S. Fisher, Philip Z. Maymin, Zakhar G. Maymin

The Journal of Portfolio Management Jan 2015, 41 (2) 42-56; DOI: 10.3905/jpm.2015.41.2.042

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