Work

Regime-Aware Risk Parity: Conditioning the Covariance Matrix on Macroeconomic and Stock Market Regimes

Year: 2026

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2026.1.818

Authors: Alessio de Longis, David Happersberger, Scott Hixon, Han Liang, Ingmar Nolte

Institutions: Invesco (United States), Lancaster University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7124131092

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