Entering volatility



ABP is no stranger to hedge fund strategies. The EUR196 billion Dutch pension scheme - the full name of which is Algemeen Burgerlijk Pensioenfonds - has been investing in hedge funds since 2001. It currently has around EUR5 billion allocated - three-quarters of which is invested with more than 30 managers, while the remainder consists of investments in a handful of funds of funds.

Separately, ABP Investments, the pension scheme's investment arm, has built its own expertise in derivatives trad

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: