Lisa R. Goldberg, winner of a 2012 Graham and Dodd Scroll Award from the Financial Analysts Journal, compares the return-generating potential of four investment strategies: value weighted, 60/40 fixed mix, and unlevered and levered risk parity.
Lisa R. Goldberg, winner of a 2012 Graham and Dodd Scroll Award from the Financial Analysts Journal, compares the return-generating potential of four investment strategies: value weighted, 60/40 fixed mix, and unlevered and levered risk parity. She discusses how her results vary across decades and across the selection of start and end dates of the back test period. The impact of transaction costs and leverage will also be considered. Read the related Financial Analysts Journal article.
This is an archived version of a live webinar that took place on 28 March 2013.