Replicating returns

Asset allocation

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Hedge fund allocations among many US pension plans dwarf those at even some of the largest and most sophisticated European funds, with concerns over transparency, high fees and the capacity of the hedge fund industry stymieing investment.

One of Europe's best-performing pension funds, the Dkr428 billion ($73.8 billion) Copenhagen-based Danish Labour Market Supplementary Scheme, for instance, doesn't have any hedge fund investments. "We have not been ready to accept on a broad basis the pricin

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