Читать книгу Risk Parity - Alex Shahidi - Страница 17

Ray Dalio, Bob Prince and their team at Bridgewater pioneered most of the concepts presented in this book about 30 years ago and have been successfully refining and implementing the strategy ever since. Our risk parity mix uses the same overall framework as Bridgewater's, although the specific asset classes and allocation represent a simplified version. Our approach also differs slightly as it is designed for a wide range of investors, many of whom are subject to paying taxes, as opposed to being tailored for the largest tax‐exempt institutions in the world. This also represents our best thinking as of this writing. As previously stated, we hope to continue to evolve our understanding and make improvements in future iterations.