Pension schemes are targeting large-scale investments through pooling resources, aiming at higher risk-adjusted returns for members. : Pension schemes are targeting large-scale investments through pooling resources, aiming at higher risk-adjusted returns for members. Through the Kenya Pension Fund Investment Consortium, the schemes said this would enable them to invest in alternative asset classes such as affordable housing, private equity, energy and infrastructure projects that would ordinarily be challenging if funds were to invest individually. “It may be difficult and daunting for a single pension fund, even a large fund to undertake such investments on their own.