Description
Salient Whitepaper #2011-11
Fund ID: RP Primer
5. References
Chaves, D., Hsu, J., Li, F., & Shakernia, O. (2011). Risk Parity Portfolios vs.
Other Asset Allocation Heuristic Portfolios. Journal of Investing, 33-43. Lee, W. (2011).
Risk-Based Asset Allocation: A New Answer to an Old Question? Journal of Portfolio Management, 11-28. Lintner, J. (1965). The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budges.
Review of Economics and Statistics, 13-37. Markowitz, H. (1952). Portfolio Selection.
Journal of Finance, 77-91. Merton, R. (1972). An Analytic Derivation of the Efficient Portfolio Frontier.
Journal of Financial and Quantitative Analysis, 1852-1872. Sharpe, W. (1964). Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk. Journal of Finance, 425-442. © Salient Capital Advisors, LLC, 2012 Authors: Lee Partridge, CFA, et.
al. 14 .
Other Asset Allocation Heuristic Portfolios. Journal of Investing, 33-43. Lee, W. (2011).
Risk-Based Asset Allocation: A New Answer to an Old Question? Journal of Portfolio Management, 11-28. Lintner, J. (1965). The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budges.
Review of Economics and Statistics, 13-37. Markowitz, H. (1952). Portfolio Selection.
Journal of Finance, 77-91. Merton, R. (1972). An Analytic Derivation of the Efficient Portfolio Frontier.
Journal of Financial and Quantitative Analysis, 1852-1872. Sharpe, W. (1964). Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk. Journal of Finance, 425-442. © Salient Capital Advisors, LLC, 2012 Authors: Lee Partridge, CFA, et.
al. 14 .
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