Resources

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: 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.