The notion that a traditional 60/40 portfolio offers meaningful diversification has long been questioned by practitioners. When implementing the Total Portfolio Approach at Danish pension fund ATP in the early 2000s, Bjarne Graven Larsen and his team observed that, despite diversified allocations, much of the underlying risk remained driven by equity exposure. That insight later formed the foundation for Qblue Balanced and its Alternative Risk Premia (ARP) strategy, developed by former ATP colle...
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