PFA Pension is Denmark’s largest commercial pension fund, managing money for multiple company pension plans, and serving around 1.2 million individuals. It had a balance of 607 billion kroner of assets (€81 billion) at the end of 2016, making it one of Europe’s largest pension funds. Senior portfolio manager, Rasmus Bartholdy, has been with PFA since 2003, and has seen the pension fund thrive through challenging market conditions. When PFA conducted searches in the past, raw data would be collected from a legacy system and imported into a factor model developed by Bartholdy to assess skill. “The returns are the basic input of the model, but we also extracted some soft data about the investment process, the team and AUM, ” he explained. PFA started talking to eVes

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