dc.date.accessioned | 2019-01-08T13:59:48Z | |
dc.date.available | 2019-01-08T13:59:48Z | |
dc.date.issued | 2012 | |
dc.identifier.uri | http://hdl.handle.net/11250/2579745 | |
dc.description | This paper was part of the NBIM memo ”On equity investments” (February 2012). | nb_NO |
dc.description.abstract | We 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.iso | eng | nb_NO |
dc.publisher | Norges Bank Investment Management | nb_NO |
dc.relation.ispartofseries | Discussion note;7/2012 | |
dc.relation.ispartofseries | Diskusjonsnotat;7/2012 | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no | * |
dc.title | Alternatives to a Market-Value-Weighted Index | nb_NO |
dc.title.alternative | Alternativer til en markedsverdivektet indeks | nb_NO |
dc.type | Others | nb_NO |
dc.description.version | publishedVersion | nb_NO |
dc.subject.nsi | VDP::Samfunnsvitenskap: 200::Økonomi: 210 | nb_NO |
dc.source.pagenumber | 21 | nb_NO |