The correlation myth
Patrick Burke d’Orey argues that factor analysis shows that correlations are not at all-time highs – and that even in 2008 there was wide dispersion in pair-wise factor correlations
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IPE covers a good variety of very current and relevant topics. It is good to read the high-level, independent and objective perspectives from pension funds in other European countries; many of them are dealing with the same issues as we are, so it is interesting to learn from their experiences, especially when they are ahead of where we are on the curve.
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