<?xml version="1.0" encoding="UTF-8"?><rss version="2.0" xmlns:content="http://purl.org/rss/1.0/modules/content/" xmlns:wfw="http://wellformedweb.org/CommentAPI/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:sy="http://purl.org/rss/1.0/modules/syndication/" xmlns:slash="http://purl.org/rss/1.0/modules/slash/" > <channel> <title>Wai Lee – Investment Solutions – Portfolio Construction Experts | PortfolioWizards</title> <atom:link href="https://www.portfoliowizards.com/tag/wai-lee/feed/" rel="self" type="application/rss+xml" /> <link>https://www.portfoliowizards.com</link> <description>Because you don't need a full-time quant</description> <lastBuildDate>Thu, 04 Apr 2019 21:39:32 +0000</lastBuildDate> <language>en-US</language> <sy:updatePeriod> hourly </sy:updatePeriod> <sy:updateFrequency> 1 </sy:updateFrequency> <generator>https://wordpress.org/?v=6.7.2</generator> <site xmlns="com-wordpress:feed-additions:1">23029819</site> <item> <title>The Risk Parity Tower of Babel</title> <link>https://www.portfoliowizards.com/risk-parity-tower-of-babel/</link> <dc:creator><![CDATA[tom_anichini]]></dc:creator> <pubDate>Thu, 11 Oct 2012 04:48:34 +0000</pubDate> <category><![CDATA[Asset Allocation]]></category> <category><![CDATA[Diversification]]></category> <category><![CDATA[Portfolio Diversification]]></category> <category><![CDATA[Risk Parity]]></category> <category><![CDATA[AQR]]></category> <category><![CDATA[Bridgewater]]></category> <category><![CDATA[Chicago Booth]]></category> <category><![CDATA[Fama]]></category> <category><![CDATA[Levell]]></category> <category><![CDATA[Qian]]></category> <category><![CDATA[risk parity]]></category> <category><![CDATA[Wai Lee]]></category> <guid isPermaLink="false">http://www.portfoliowizards.com/?p=1895</guid> <description><![CDATA[Update, Nov. 7 2012: Evidently the interviewer was Bob Litterman, renowned in several areas of quantitative finance, especially for the Black-Litterman model. The first several times I heard of or read about risk parity I was puzzled. The media, it seemed, had distilled descriptions of risk parity into some variation on “a leveraged bond portfolio” […]]]></description> <post-id xmlns="com-wordpress:feed-additions:1">1895</post-id> </item> </channel> </rss>