@article {Staines82, author = {Joe Staines}, title = {Component Risk Parity: Using Traditionally Weighted Indexes in an Equal Risk Fashion }, volume = {6}, number = {4}, pages = {82--87}, year = {2016}, doi = {10.3905/jii.2016.6.4.082}, publisher = {Institutional Investor Journals Umbrella}, abstract = {In this article, I present a framework for sizing investments in non-risk-weighted indexes to satisfy risk budgeting objectives. A number of measures of index diversification are considered, and are then used to size allocations. I present an application to equity indexes, with encouraging results.TOPICS: Mutual funds/passive investing/indexing, equity portfolio management}, issn = {2154-7238}, URL = {https://jii.pm-research.com/content/6/4/82}, eprint = {https://jii.pm-research.com/content/6/4/82.full.pdf}, journal = {The Journal of Beta Investment Strategies} }