Why risk parity investors have lost faith
Denmark's Kasper Lorenzen, group CIO at PFA explains why he's lost his faith in risk parity.
Denmark's Kasper Lorenzen, group CIO at PFA explains why he's lost his faith in risk parity.
Denmark's Kasper Lorenzen, group CIO at PFA explains why he's lost his faith in risk parity.
In the six months Kasper Lorenzen has been CIO of the Danish fund, PFA, he has made moves in investment and decision-making that have resulted in the fund weathering the short-term coronavirus storm. He is however, wary of the long-term structural changes particularly to patterns of globalisation.
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