Regression model
风险均值（等风险贡献）投资组合模型
风险均值是一种投资组合加权模型，由 Maillard、Roncalli 和 Teïletche（2010）正式提出，其中每种资产对总投资组合风险的贡献相等。它只需要资产的协方差（风险）结构，而无需预期收益预测，并且是 Bridgewater 的 All Weather 策略的基础。
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来源
- Maillard, S., Roncalli, T. & Teïletche, J. (2010). The Properties of Equally Weighted Risk Contribution Portfolios. Journal of Portfolio Management, 36(4), 60–70. DOI: 10.3905/jpm.2010.36.4.060 ↗
- Qian, E. (2005). Risk Parity Portfolios: Efficient Portfolios Through True Diversification. PanAgora Asset Management. link ↗
如何引用本页
ScholarGate. (2026, June 1). Risk Parity (Equal Risk Contribution) Portfolio Model. ScholarGate. https://scholargate.app/zh/finance/risk-parity-model
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