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dc.date.accessioned2019-01-08T13:59:48Z
dc.date.available2019-01-08T13:59:48Z
dc.date.issued2012
dc.identifier.urihttp://hdl.handle.net/11250/2579745
dc.descriptionThis paper was part of the NBIM memo ”On equity investments” (February 2012).nb_NO
dc.description.abstractWe study alternative portfolio construction methods in an attempt to improve the return-to-risk characteristics of market value weights. To understand the investability of these approaches we introduce a novel way to measure the investment capacity of a portfolio relative to the market-valueweighted index.nb_NO
dc.language.isoengnb_NO
dc.publisherNorges Bank Investment Managementnb_NO
dc.relation.ispartofseriesDiscussion note;7/2012
dc.relation.ispartofseriesDiskusjonsnotat;7/2012
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.no*
dc.titleAlternatives to a Market-Value-Weighted Indexnb_NO
dc.title.alternativeAlternativer til en markedsverdivektet indeksnb_NO
dc.typeOthersnb_NO
dc.description.versionpublishedVersionnb_NO
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210nb_NO
dc.source.pagenumber21nb_NO


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Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal
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