Resources

Risk Parity Resources: Cooper (2018)

A critique of RP that is really a critique of a RP Strawman invented by the author. Also makes an empirical case against RP using a backtest, but data since publication proves the opposite point. After reading this, I’m still on the lookout for effective critiques of RP.

Risk Parity Resources: Dalio (2017)

You might think this book would be all about RP, written by its creator, and offering the secrets behind his All Weather portfolio at Bridgewater Associates. Actually, more his philosophical musings about life, work, success, and ideas. Not crucial for understanding RP - don't hesitate to skip!