Danish pension fund converts to risk factor allocation to maintain a robust portfolio
CIO Anders Stensbøl is in the middle of converting Velliv's numerous portfolios, totaling DKK 306bn (EUR 41bn), to a risk factor allocation strategy, primarily to ensure robustness.
Anders Stensbøl, who has been CIO at Velliv for the past four years, has embarked on a journey that will end with the investment team making investments on the basis of risk factors instead of the traditional asset allocation approach.
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