Wisconsin funds invest $600m in risk parity, beat benchmarks

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US - The State of Wisconsin Investment Board (SWIB) has allocated $600m to two risk parity strategy managers as part of its multi-asset allocation within the Wisconsin Retirement System (WRS).

SWIB allocated $300m each to AQR Capital Management and Bridgewater Associates' All Weather vehicle, with funds coming from cash and the multi asset liquidity fund, which is managed internally. ...

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