This paper asks a few key questions relevant for active risk parity portfolio construction. Given the dynamic nature of … within a transparent conceptual framework is critical for the continued success of risk based portfolio construction and …

We show that the probability of risk parity beating any other portfolio is more than 50 percent. We also prove that if … portfolio performance is measured by Sharpe ratio, risk parity is the only maximin portfolio when (1) all assets' future Sharpe … assets' future Sharpe ratios is greater than some constant. If portfolio performance is measured by expected return, risk …

This study explores risk allocation in public-private partnerships for geothermal energy projects in Indonesia. We … develop an evidence-based framework founded on principal-agency theorising that suggests an optimal allocation of risk between … the parties in these arrangements. A Delphi survey suggested the risk bearing levels for the Indonesian government range …

We describe a simple robust technique for incorporating any type of views on expected returns into the Risk parity … remain at risk parity. Second, agnostic (cautious) views always result in a more diversified allocation. We further extend … this framework to arbitrary initial risk budgets, and suggest an alternative to the Black-Litterman methodology …

Recently, risk assessment has become one of the most challenging issues in the areas of construction and public …-private partnerships (PPPs). To address risk assessment issues, various decision-making techniques have been proposed, each with its own … when used for risk assessment in PPP projects. For this study, 5 risk assessment criteria and 10 types of risk used in …