PT - JOURNAL ARTICLE AU - Joe Staines TI - Component Risk Parity: <em>Using Traditionally Weighted Indexes in an Equal Risk Fashion</em> AID - 10.3905/jii.2016.6.4.082 DP - 2016 Feb 29 TA - The Journal of Index Investing PG - 82--87 VI - 6 IP - 4 4099 - https://pm-research.com/content/6/4/82.short 4100 - https://pm-research.com/content/6/4/82.full AB - 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