Alternatives to a Market-Value-Weighted Index

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

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal