Browsing Norges Bank Investment Management by Title

Economic Growth and Equity Returns

Unknown author (Discussion note;5/2012, Others, 2012)

We study the links between economic growth and equity market returns to evaluate whether structural changes to global growth composition have implications for longer-term strategic allocations. In particular, we assess ...

Empirical Analysis of Rebalancing Strategies

Unknown author (Discussion note;3/2012, Others, 2012)

We review the theoretical foundation for rebalancing regimes and look at the impact of rebalancing on the portfolio’s risk and return based on historical return data from 1970 to 2011. We compare both different calendar ...

Expected returns on a multi-asset portfolio

Unknown author (Discussion Note;1/2022, Others, 2022)

Forvaltning av Statens petroleumsfond : Årsrapport 1998

Unknown author (Årsrapport;1998, Report, 1999)

Forvaltning av Statens petroleumsfond : Årsrapport 1999

Unknown author (Årsrapport;1999, Report, 2000)

Forvaltning av Statens petroleumsfond : Årsrapport 2000

Unknown author (Årsrapport;2000, Report, 2001)

Forvaltning av Statens petroleumsfond : Årsrapport 2001

Unknown author (Report, 2002)

Forvaltning av Statens petroleumsfond : Årsrapport 2002

Unknown author (Årsrapport;2002, Report, 2003)

Forvaltning av Statens petroleumsfond : Årsrapport 2003

Unknown author (Årsrapport;2003, Report, 2004)

Forvaltning av Statens petroleumsfond : Årsrapport 2004

Unknown author (Årsrapport;2004, Report, 2005)

Free Float Adjustments in Global Equity Portfolios

Unknown author (Discussion note;5/2014, Others, 2014)

Free float represents the portion of a company’s shares that is publicly traded as opposed to locked-in shares held by strategic investors. In this note, we compare the rationale and various implications of using full ...

Fundamental drivers of asset returns

Unknown author (Discussion Note;2/2021, Others, 2021)

Asset returns are driven by changes to their expected future cash flows and the corresponding discount rates. In this note, we use this idea to identify the fundamental drivers of equity and bond returns based on expected ...

Global Equity Indices – a Comparative Study Between FTSE and MSCI

Unknown author (Discussion note;2/2014, Others, 2014)

In this note we present a review of construction practices and performance of global equity benchmarks from the perspective of a large long-term global asset owner. Our objective is to gain a better understanding of the ...

Global Growth and Equity Returns

Unknown author (Discussion note;3/2016, Others, 2016)

Global economic growth and long-term growth forecasts are trending lower. Slower labour force growth, public debt overhang and declining productivity growth have been put forward as possible explanations. In this note, we ...

Global Trends and Their Impact on Real Estate

Unknown author (Discussion note;2/2015, Others, 2015)

We review the global trends that are likely to have a significant impact on real estate markets over the coming decades. These are: globalisation, technological progress, sustainability, demographic changes and urbanisation. ...