Diskusjonsnotater / Discussion notes: Nye registreringer

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    • Risk and Return of Different Asset Allocations 

      Ukjent forfatter (Discussion Note;2/2016, Others, 2016)
      In this note, we evaluate the risk and return characteristics of equities and government bonds, and discuss how the risk and return profile of a portfolio of these asset classes varies with the size of the equity allocation ...

    • Renewable Energy Investments 

      Ukjent forfatter (Discussion note;4/2015, Others, 2015)
      The market for renewable energy investments has grown markedly over the last ten years, and is a market in constant change. In this note we look closer at infrastructure investments in renewable energy. Our objective is ...

    • The Diversification Potential of Real Estate 

      Ukjent forfatter (Discussion note;1/2015, Others, 2015)
      We review the return characteristics and return drivers of private real estate investments and assess these in the perspective of a multi-asset portfolio. Our conclusions are based on our interpretation and weighting of ...

    • No-trade band rebalancing rules : Expected returns and transaction costs 

      Ukjent forfatter (Discussion Note;1/2018, Others, 2018)

    • Petroleum Wealth and Oil Price Exposure of Equity Sectors 

      Ukjent forfatter (Discussion Note;4/2017, Others, 2017)
      In this note, we analyse the short- and long-term co-movement of equity sectors with oil prices. We discuss how Norwegian petroleum wealth is exposed to a permanent oil price decline through sectors that co-move with oil prices.

    • Infrastructure Investments in Less Mature Markets 

      Ukjent forfatter (Discussion note;5/2015, Others, 2015)
      Rapid growth in emerging markets and developing economies (EMDEs) has fuelled demand for infrastruc-ture to support economic and social development. In this note we look closer at infrastructure investments in these less ...

    • The Quality Factor 

      Ukjent forfatter (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 ...

    • Asset Allocation with Government Revenues and Spending Commitments 

      Ukjent forfatter (Discussion Note;4/2016, Others, 2016)
      In this note, we explore the implications of expanding the discussion about the equity share in the Norwegian Government Pension Fund Global to include revenues and spending commitments, using a stylised simulation framework.

    • Corporate Bonds in a Multi-Asset Portfolio 

      Ukjent forfatter (Discussion note;2/2017, Others, 2017)
      In this note, we evaluate the risk and return characteristics of corporate bonds, and discuss the role of this asset class in a multi-asset portfolio consisting of equities and nominal Treasury bonds in addition to corporates. ...