PFA Uses Risk Premia To Diversify Sources Of Return And Risk

Denmark’s largest commercial pension fund, PFA, finds value in using risk premia as a way to diversify sources of returns and risk. Henrik Nordestgaard, who is a chief portfolio manager at the pension plan, told EQDerivatives’ Georgia Reynolds about how the fund uses and implements risk premia as well as the pension’s use of overlays when constructing the portfolio.

https://vimeo.com/369378933