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Risk Parity

Asness, Clifford S., Frazzini, Andrea and Pedersen, Lasse Heje, Leverage Aversion and Risk Parity (January 23, 2012). Financial Analysts Journal, Vol. 68, No. 1, 2012.

Sullivan, Rodney N . "Speculative Leverage: A False Cure for Pension Woes", Financial Analysts Journal, vol 66(3), May/June, 2010.

Asness, Clifford. "'Speculative Leverage: A False Cure for Pension Woes': A Comment", Financial Analysts Journal, vol 66(5), September/October, 2010.

Maillard, Roncalli and Teiletche, "On the properties of equally weighted risk contributions portfolios"

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