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i'm writing my BA Thesis about "Equally-weighted Risk contributions". Can anyone recommend math books for further understanding of Risk contributions?

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Welcome to Quant.SE! Why are you specifically looking for books? What are you missing in the academic papers on this subject? –  Bob Jansen Jul 5 at 20:53
Bob Jansen, thanks for your warm welcome. My acedemic papers doesn't provide further information. We only have a raw view of portfolio management and several risk subjects f.e. Var, CVar... @haginile, yes it's about risk parity. I need to dig deep down on this topic. For now i've found a lot material. But still, i'm thankful for any further information on this topic. –  Tuan N. Jul 16 at 17:00
It would be helpful if you share the information you found. Hopefully someone can recommend interesting related papers. NB: It's allowed to answer your own question. –  Bob Jansen Jul 16 at 20:40
I had first read about risk contributions in Jorian's Value at Risk. There's a paper by Boudt, Carl, and Peterson in the Journal of Risk that does the calculations for CVaR that I sometimes refer to also. –  John Jul 16 at 21:10

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This sounds like risk parity to me. For example, instead of a traditional portfolio of 60% equity + 40% fixed income, you'd allocated 50% of ex-ante risk to equity and 50% of ex-ante risk to fixed income. This strategy is extremely well studied. Just google "risk parity" and you'll find a lot of literature.

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