RT Journal Article SR Electronic T1 Component Risk Parity: Using Traditionally Weighted Indexes in an Equal Risk Fashion JF The Journal of Index Investing FD Institutional Investor Journals SP 82 OP 87 DO 10.3905/jii.2016.6.4.082 VO 6 IS 4 A1 Joe Staines YR 2016 UL https://pm-research.com/content/6/4/82.abstract 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