risk parity

5 statements across 5 episodes · 2 bullish · 0 bearish · 5 people on the record · first statement Aug 7, 2017 by Kip McDaniel · across every show →

Everything said about risk parity, oldest first

Aug 7, 2017 neutral
Assertion Contradicted
Nearly all US corporate pension funds use risk parity strategies
“You'd be hard pressed to find a corporate fund without risk parity.”
Kip McDaniel Aug 7, 2017 ▶ 45:28 Kip McDaniel – CIO Whisperer (Capital Allocators, EP.20)
Feb 15, 2021 positive
Insight
Prosek: Brand and Process Differentiate Asset Managers When Products Overlap
“Everybody's got products that overlap, but there's a belief or a believability about certain brands that they do it better, their process is better, the way they get to the result is better, and then, of course, the performance has to prove it all out.”
Jennifer Prosek Feb 15, 2021 ▶ 30:19 Jennifer Prosek – Business Development and Leadership in a Virtual World (Capital Allocators, EP.177)
Mar 1, 2021 neutral
Disclosure
Shahidi: Only a small fraction of clients allocate 100% to risk parity
“It's a very small percentage. That's all risk parity. Those tend to be the most sophisticated clients. And those are really the only ones we would feel comfortable going that far because they're just asking for it and they want it and they understand it. So we…”
Alex Shahidi Mar 1, 2021 ▶ 33:18 Alex Shahidi and Damien Bisserier – Uncorrelated Return and Balanced Risk at Evoke-ARIS (Capital Allocators, EP.179)
Feb 28, 2022 bullish
Opinion
Papic: Commodities offer the best downside portfolio protection in stagflation
“And ironically, I think the best downside risk protection is commodities, which is weird because commodities should be correlated to growth. So when growth suffers, commodities should suffer with them. That's not really a good hedge the way bonds were. But I t…”
Marko Papic Feb 28, 2022 ▶ 16:52 Marko Papic – Geopolitical Shock in a Multi-Polar World (Capital Allocators, EP.237)
Sep 9, 2024
Disclosure
Auby: Texas Teachers applies 4% leverage for 104% asset exposure
“Eight percent is risk parity. And finally, we are levered about four percent. So we are up to a 104% of assets versus a hundred percent of NAV value.”
Jace Auby Sep 9, 2024 ▶ 15:56 Jase Auby - Risk, Size, and Talent at Texas Teachers (EP.404)
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