​PKA’s Grooss & Nielsen: Convexity Sought As Risk Premia Investing Grows

Dec 8, 2015

Amid increased regulation, heightened capital requirement pressures on banks, central bank monetary policy that seeks to supress volatility and retail flows that increasingly distort parameters, you would be hard pressed to find a pension fund portfolio management team such as that at PKA that has been able to effectively navigate and profit from such a dislocated market. Rob McGlinchey spoke with PKA portfolio managers Søren Grooss and Lea Vibeke Nielsen on the Danish pension fund’s allocation focus going forward surrounding risk premia, how it will seek to profit from retail flows and cross asset correlation and volatility.

Restricted content

You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.