@unpublished{publication-16014, author={Bernardi, Simone and Leippold, Markus and Lohre, Harald}, doi={10.2139/ssrn.3090624}, institution={University of Zurich}, issn={1556-5068}, number=3090624, series={SSRN}, title={Second-Order Risk of Alternative Risk Parity Strategies}, year=2019, }