Blar i Diskusjonsnotater / Discussion notes på emneord "VDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212"
Viser treff 1-7 av 7
-
The asset pricing effects of ESG investing
(Discussion Note;1/2021, Others, 2021) -
Country and industry effects in global equity returns
(Discussion note;01/2019, Others, 2019) -
Expected returns on a multi-asset portfolio
(Discussion Note;1/2022, Others, 2022) -
Fundamental drivers of asset returns
(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 ... -
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 ... -
Portfolio delegation and the effects of benchmarks
(Discussion Note;1/2020, Others, 2020) -
The Quality Factor
(Discussion Note;3/2015, Others, 2015)Quality-based investment strategies aim to capture the documented excess returns of high-quality stocks over low-quality stocks. In this note, we review the empirical evidence on the quality premium and discuss some of the ...