Kasper Ahrndt Lorenzen, CIO of ATP, explains the Danish pension fund overhauled its risk framework after a frank admission.
Considering climate change risk is no longer optional, after US court case.
Solving minimum volatility implementation issues through blending.
Boston University’s endowment fund says factor strategies are not for them.
Former Ontario Teachers’ CEO Claude Lamoureux says board members with deep investment expertise are critical to success of pension fund.
Internalisation gives an edge in managing risk, OPTrust CIO says.
Investment styles can vary greatly, but given enough time they can all produce alpha, Frontier Advisors says.
The HK Hospital Authority Provident Fund Scheme applies factor strategies for tilting purposes.
Overhauling your investment strategy means facing peer risk, Danish asset manager PKA has found.