| The world’s biggest sovereign wealth fund is shaping its own analysis of risk factors as it looks for ways to boost returns and increase its global reach. Because of its size — currently $860bn — Norway’s wealth fund can’t rely on analysis and research that others have come up with, according to Ole Christian Bech-Moen, its chief investment officer for allocation strategies.
“It’s not easy for us to take an off-the-shelf factor strategy and implement it due to the sheer size of the fund,” he said in an interview after speaking at a conference in Oslo yesterday. “We operate in many different markets and trading costs vary a lot in the different markets, so we need to think thoroughly how to implement these strategies.”..............................................Full Article: Source
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