Quantitative Strategies

Nordic Network: A Socially-Responsible Approach Embedded In Systematic Equity

Oct 23, 2020

Dmytro Sheludchenko, portfolio manager and quantitative analyst at AP1, Sweden’s First National Pension Fund, told attendees at day one of the virtual Nordic Network about the group’s view that a sustainable strategy should contribute to returns and help the fund exceed long-term return objectives.   Key Takeaways   The pension fund uses a systematic filter

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