CalPERS to separate out absolute return strategies in asset allocation review

Thu Jun 3, 2010



Last month, the California Public Employees' Retirement System reviewed forecasts of capital market returns and adopted an asset allocation plan for the next three calendar years.

Under a new asset mix, absolute return strategies may become a separate asset class.

In its review, the $207 billion pension system is relying on an alternative asset classification that places various assets in the CalPERS portfolio into six different categories based on their...

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