Was 2011's Most Successful Hedge Fund Actually a Pension
Interesting article in aiCIO about how a Danish Pension fund made 20% in 2011. Interesting to me in the fact that they use a risk parity approach vs. the traditional asset allocation approach. One telling quote:
Out of habit, I ask him about what asset classes worked well in 2011? He laughs and says: “Liz, you know it’s not about the asset classes, but the risk allocation…”
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