S&P Dow Jones Indices Constructs Risk Parity Indices
Posted on 08/09/2018
S&P Dow Jones Indices, a division of S&P Global, launched a set of risk parity indices that are aimed to replicate a multi-asset risk parity strategy. The company is calling them the S&P Risk Parity Indices – with three indices being introduced: S&P Risk Parity Index – 10% Target Volatility, S&P Risk Parity Index – […]