risk parity的理解

嗨，爱思考的PZer你好：

risk parity，当每个资产在整个组合中贡献的风险相同时，这样的组合是完全分散化的（well diversified)。也就是说能分散的风险完全分散化了，所以组合风险最小哦。

参考定义：A risk parity asset allocation is based on the notion that each asset (asset class or risk factor) should contribute equally to the total risk of the portfolio for a portfolio to be well diversified. 

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！