Thursday, February 16, 2012

Was 2011's Most Successful Hedge Fund Actually a Pension?

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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