Danish pensions highflier became embroiled in widespread dividend tax scandal. : Sweden’s experience with the Premium Pension system shows how arduous dismantling of poorly constructed architectures can be Alternative risk premia strategies can be helpful for institutional investor portfolios through diversification and risk reduction Christian Hyldahl has resigned as chief executive of Denmark’s biggest pension fund, ATP, saying he wants to avoid damaging the DKK779bn (€104bn) fund’s reputation. He handed his notice in over the weekend, ahead of an extraordinary supervisory board meeting the pension fund was due to hold today to discuss his future.