Denmark’s ATP defends risk parity despite worst loss ever
Mikkel Svenstrup, CIO of Danish fund ATP, defends risk parity despite posting the worst results in the fund's history.
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LGPS Central balances internal management vs net of fees performance
Mike Weston, CEO of LGPS Central is spearheading a push into illiquid and inflation proof assets. Although Central is all set up to manage assets internally, the latest batch of mandates will be externally managed reflecting the asset manager's strict guidance around net of fees performance.
Warnings increase as rising rates puts LDI under strain
The number of warning voices increases as rising interest rates puts pressure on LDI strategies, forcing more pension funds to sell assets to maintain leverage levels.
Denmark’s Sampension: Liquid markets signpost illiquid dangers
Investors are piling into alternatives to escape low returns in liquid markets. But Henrik Olejasz Larsen, CIO of Denmark's Sampension, warns liquid markets signpost trouble ahead in alternatives, especially private equity.
PGB talks private equity fees as Dutch funds feel the squeeze
Dutch funds are feeling the squeeze of private equity fees, especially as beneficiaries face a cost of living crisis. Pensioenfonds PGB spends less on fees than others but CEO Harold Clijsen questions the options open to investors.
Alternative investment: Don’t forget the importance of lagged beta
In a recent webinar hosted by the Journal of Portfolio Management, Mark Anson, CIO and chief executive of the $28 billion Commonfund, reminded alternative investors of the importance of lagging beta, an essential consideration in portfolio construction and risk allocation.
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