Enviado: 8/8/2012 20:26
VirtuaGod Escreveu:Pelos vistos alguns conceitos teóricos, praticados seja por mim e por quem tem formação teórica especializada em investimentos está a começar a chegar aos "práticos". Desconhecia, contudo, o conceito de "Risk-Parity", tenho de admitir
http://news.morningstar.com/articlenet/article.aspx?id=563881
http://en.wikipedia.org/wiki/Risk_parity
Ray Dalio, founder of Bridgewater Associates, explains how to structure a portfolio to target a 10% return with 10-12% risk.
In 1996, Bridgewater Associates established the All Weather principles for asset allocation, which have now been more broadly adopted under the banner “Risk Parity.”
In 2004, Mr. Dalio wrote an article in which he explained these principles. That article is reprinted here, with relevant updates.
http://www.pionline.com/assets/docs/CO7012569.PDF