Back in March I posted about “Which Risk Parity Pension Will Blow Up First:”
http://hlb.wax.mybluehost.me/2013/03/which-risk-parity-based-pension-will-blow-up-first/
Now we can see where the pieces ended up:
http://online.wsj.com/article/SB10001424127887323689204578572050047323638.html
http://online.wsj.com/article/SB10001424127887324183204578566211093933472.html
http://www.utsandiego.com/news/2013/jun/29/market-turmoil-exposes-true-risk-pension-fund/
http://www.dailyfinance.com/2013/06/28/another-investing-fashion-hits-the-wall/
As more and more folks get destroyed in risk parity focused strategies, I’ll get more and more bullish on risk parity.
About the Author: Wesley Gray, PhD
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