Quantitative Strategies

Arkansas Plan Looks To Switch ARP Fund For Systematic Global Macro

Oct 12, 2021

The USD21 billion Arkansas Teacher Retirement System is considering switching out an alternative risk premia fund to replace it with a systematic global macro fund run by the same fund manager. ARTRS’ consultant, Aon Investments, concluded from a June review of the plan’s opportunistic/alternative portfolio that transferring an allocation to Capital Fund Management’s Institutional Systematic

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