Books

Risk Parity Resources: Gibson (2004)

One of the first investing books I ever read, the lessons of Roger Gibson’s book have stuck with me ever since. Not necessarily about RP, but related, and a great foundational source about the creation of profitable and resilient portfolios. Highly recommended.

Risk Parity Resources: Qian (2016)

Collection of white papers about different aspects of Risk Parity investing in book form. Parts are indeed instructive and interesting, but the book is mistitled. Not really at the “fundamental” level – more like a collection of different advanced topics within Risk Parity.