@article{publication-19201, author={Leippold, Markus and Bernardi, Simone and Lohre, Harald}, doi={10.21314/JOR.2018.401}, issn={1465-1211}, journal={Journal of Risk}, number=3, pages={1-25}, publisher={Incisive Media Ltd.}, title={Second-Order Risk of Alternative Risk Parity Strategies}, volume=21, year=2020, }