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1. Risk Parity and Beyond—From Asset Allocation to Risk Allocation Decisions

   http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwjV3LSgMxFA0tgrgRX-CbIG7TNo-ZZKAUSnUo4kKLol2VmEkYny22uPYj_EK_xHubGXHpLsxMNjczc865yT2XkFOfOpcEp1hhlWTKw8jAawVETlsHkktyh4XCd-ZiLK5HJh80CK1rYUpgnNW_H8esIzWy7rRJmibFI3v8fvC7SyA6JrqBZwlTGTfRlBFUfNJ-mmGZuRAt3pKY2GiWdaJ0CRz5BlmvGB_txyXaJA3_tkVW6wPn22TcLXujx_kzvbLYSK7bLnsU5D2NtSXfn1_5-_SV4ubsgvZfEHswlnQxpdXE5Yw_d86qtjnzHXKbn98MhqxqeMCc4tmCBSk9qFXpMy2ltN4VHcfToGwIKJO8ks4mhTZFBiAL0J9a57xRATRggg6fYpfQQoukeBAOfdKAKjnLuQ5Sy1QCcGfW7pETCMVkFr0sJuguPexfTvBaHesPvv-fhw7IGkY45iMOyUqA78UfxaYKx8uF-gG0e41e

   by Martellini, Lionel; Deguest, Romain and Meucci, Attilio

   Journal Of Portfolio Management, Volume 48, Issue 4, pp. 108 - 135

   Journal Article

2. Kurtosis-based risk parity: methodology and portfolio effects

   http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV3NS8MwFA_iQbz4DU7n6MFrtzbpRypjINMyVBBlIp5Kmg82GE7W7uB_b16TiD3IDqOXXl5Ik5e899Jffj-ErmXCeax45AsWET-S-o1qt9KJXMq4LrlIyOGi8Dt9-MAvrzQfWzRhZWGVUEMrQxTR7NWwuFlZOUTcQC9uHUQpALMw7gPVdkbhui-UNtqjp_nT73-EOGhAHmDhg4m7w_NfK63o1OIube_V2Aag_BAtXNcb9HXfoE_MOUQLlu34Hbf6yiN0YBNV79Z41jHakZ8naM_h5E_R3eN6VS-reeVDIBTecDYCmLoHqob193AwG914Rp66Obj3dD88yPXVcjFfehZGcobe8vvpeOJbSQaf6zql9jllGVEl5lToh2GalAxLLpMoUETgUm8BpRBloKJIyIDLGDMmQoUp50LnIoKcI0-kOBa6CWBy08kcZ2GYKpKShOjUImOsgyI3BwW3ROWgl7EoQstn6oamgKEp7NB0UP_X7MswdWwyyP5OcFE3RyTK6JkUZINt13lDYRd9VWDgHgxiGuCLLZq-RPsgad_g3KIu2q1Xa3llpCp6Ott_nvQaF_8BHVT3oQ

   by Braga, M. D.; Nava, C. R. and Zoia, M. G.

   Quantitative Finance, Volume 23, Issue 3, pp. 453 - 469

   Journal Article : Full Text Online

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3. Network Risk Parity: graph theory-based portfolio construction

   http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV3NS8MwFH_4hXjxW5zO0YM3jVubtUllKCobIjh0KOIppEnLhmLVefG_Ny9pnDvoyVuh0DZ5r-_9Xt7HD2A_T5SKC9UmWrYpaefmihu1MkCOSWVCLhoqbBR-4FeP0e2A9y5moO97YbCs0ttEa6h1qfCMvIkcSzHD_OXp6xtB1ijMrnoKDVlRK2CGJk75LMwb4ExR469bd98BGFKe2m4jhu3TLKqaaAxkaY7boUH2xHgwgiNbjOWeclQLGJ2OxlMw9GfmlFYOqbcCn34pthr7yFWjuHOJqTJtP-_x_1a9CssVig3OnNqtwUz-sg6Lvoh-A7p9V10edIYng9H4KbiRSJLXaQ5PjgM7IzuwHZSfBL2oDjAIKMrnURmocjLSdhPue927i0tSETYQZRz9B5Ep56FMM8l1lvJIh4g_aSqzOJMtlqgsyXXekiHlRYFptIRpFTPGC55ormJFtyHQLIp1Fimc82agnpJhyArKaEIN8EilrMGBF4t4dQM5hE2kx0w4IQojRGGFKHgNtpzkRG6_v3wXNEwM6qpB3W-4qP7asZjsdg0OvXQnt39_zc7fT9uFpchgIVe6Voc5s435nmOfaMAse3hswPx5t38zaFh9_QLLj_Om

   by Pallotta, Alberto and Ciciretti, Vito

   Journal Of Asset Management, Volume 25, Issue 2, pp. 136 - 146

   Journal Article : Full Text Online

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