Episode 227: Traditional vs. Roth, Fundamental Risk Parity Principles and Correlations, and Talkin' About that Cowbell!
Risk Parity Radio
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Risk Parity Radio Episode 37
Risk parity strategies tend to be based on static percentage asset allocations. What if in the future past negative correlations turn positive and vice versa? Most data used for risk parity portfolios only goes back to 1970. Is there any information on how risk parity portfolios have performed looking back further in time?
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