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
The week on Risk.net, July 7-13, 2018Receive this by email