The risk-parity fire sale that didn’t happen
Supported by quantitative analysis and commentary from MPI Director of Research Apollon Fragkiskos, Risk.net takes a comprehensive look at risk parity funds’ behavior, finding that Q4 2016 returns suggest the strategy did not engage in a sell-off or act systematically to push market volatility up and asset prices down as some critics assumed.
February 13, 2017
Supported by quantitative analysis and commentary from MPI Director of Research Apollon Fragkiskos, Risk.net takes a comprehensive look at risk parity funds’ behavior, finding that Q4 2016 returns suggest the strategy did not engage in a sell-off or act systematically to push market volatility up and asset prices down as some critics assumed.