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Introduction

Risk parity portfolio construction is a popular investment strategy that aims to allocate capital in a way that balances the risk contribution of each asset class in the portfolio. This approach seeks to diversify risk exposure and potentially improve risk-adjusted returns compared to traditional equal-weighted or market-cap-weighted portfolios. As the financial markets continue to evolve, the need for innovative portfolio construction methods becomes increasingly crucial. This thesis explores the concept of risk parity portfolio construction and its implications for investors.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Historical Development of Risk Parity
2.2 Theoretical Foundations of Risk Parity
2.3 Empirical Evidence on Risk Parity Strategies
2.4 Criticisms and Challenges of Risk Parity
2.5 Risk Parity vs. Traditional Portfolio Construction
2.6 Risk Parity in Different Market Environments
2.7 Risk Management in Risk Parity Portfolios
2.8 Role of Leverage in Risk Parity Strategies
2.9 Risk Parity and Asset Allocation
2.10 Risk Parity and Portfolio Performance

Chapter 3: Research Methodology
3.1 Research Design
3.2 Data Collection Methods
3.3 Sample Selection
3.4 Data Analysis Techniques
3.5 Variables and Hypotheses
3.6 Research Framework
3.7 Model Specification
3.8 Empirical Strategy

Chapter 4: Discussion of Findings
4.1 Descriptive Statistics
4.2 Correlation Analysis
4.3 Risk Contribution Analysis
4.4 Performance Evaluation
4.5 Sensitivity Analysis
4.6 Robustness Checks
4.7 Comparison with Traditional Portfolio Strategies
4.8 Implications for Investors

Chapter 5: Conclusion and Summary
5.1 Summary of Findings
5.2 Implications for Practice
5.3 Contributions to Existing Literature
5.4 Limitations of the Study
5.5 Future Research Directions
5.6 Conclusion

Thesis Overview on Risk Parity Portfolio Construction

Risk parity portfolio construction is a strategy that seeks to allocate capital in a way that balances the risk contribution of each asset class in the portfolio. This innovative approach has gained popularity in recent years as investors seek to diversify risk exposure and potentially improve risk-adjusted returns. This thesis explores the concept of risk parity portfolio construction, its historical development, theoretical foundations, empirical evidence, criticisms, and challenges. The research methodology involves data collection, sample selection, data analysis techniques, variables, hypotheses, research framework, and model specification. The discussion of findings includes descriptive statistics, correlation analysis, risk contribution analysis, performance evaluation, sensitivity analysis, robustness checks, comparison with traditional portfolio strategies, and implications for investors. The conclusion and summary highlight the key findings, implications for practice, contributions to existing literature, limitations of the study, future research directions, and conclusion on risk parity portfolio construction.

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