Browsing Norges Bank Investment Management by Title
Now showing items 57-76 of 126
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Investing in fixed income : the 25-year history
(Historic management reviews;, Others, 2021) -
Investing in real estate : the 10-year history
(Historic management reviews;, Others, 2020) -
Investing responsibly : the 20-year history
(Historic management reviews;, Others, 2020) -
Investing with a mandate : the 30-year history
(Historic management reviews;, Others, 2020) -
Investing with company insight : the 20-year review
(Historic management reviews;, Others, 2021) -
Investing with external managers : the 20-year history
(Historic management reviews;, Others, 2020) -
Investor demand and government bond pricing
(Discussion Note;1/2024, Others, 2024) -
Macro trends and long-horizon returns
(Discussion Note;1/2023, Others, 2023) -
Managing Informational Asymmetries in Foreign Exchange Markets
(Asset Manager Perspective;2/2017, Others, 2017)The recent release of the FX Global Code of Conduct is an opportunity to revisit common market practices in global foreign exchange markets. These markets are critical to the functioning of the global economy, and provide ... -
Modelling equity market term structures
(Diskusjonsnotater;3/2021, Others, 2021)We outline a methodology for estimating term structures of expected dividend growth and risk premiums, which we apply to equity markets in the US, euro area, Japan, and the UK. These term structures are key inputs when ... -
Modelling the Implied Tail Risk of Foreign Exchange
(Discussion note;15/2012, Others, 2012)From a risk management perspective, tail risks and return distribution asymmetries of investments are important to analyse. In this note, we describe a modelling approach that addresses some of the weaknesses of standard ... -
Momentum in Futures Market
(Discussion note;1/2014, Others, 2014)In this note, we survey the academic literature and provide empirical evidence related to time-series momentum strategies in the futures markets. We find that this phenomenon is remarkably consistent across 47 diverse ... -
No-trade band rebalancing rules : Expected returns and transaction costs
(Discussion Note;1/2018, Others, 2018) -
Norges Bank Investment Management : Annual Report 2006
(Annual report;2006, Report, 2007) -
Norges Bank Investment Management : Annual Report 2007
(Report, 2008) -
Norges Bank Investment Management : Årsrapport 2006
(Årsrapport;2006, Report, 2007) -
Norges Bank Investment Management : Årsrapport 2007
(Årsrapport;2007, Report, 2008) -
The Norwegian Government Petroleum Fund : Annual Report 1998
(Annual report;1998, Report, 1998) -
The Norwegian Government Petroleum Fund : Annual Report 1999
(Annual report;1999, Report, 2000) -
On Risk Premium Variation
(Discussion note;1/2011, Others, 2011)This section provides a brief introduction to modern financial economics and theories of discount factor variation.