dc.date.accessioned | 2023-01-11T07:56:17Z | |
dc.date.available | 2023-01-11T07:56:17Z | |
dc.date.issued | 2022 | |
dc.identifier.issn | 1893-966X | |
dc.identifier.uri | https://hdl.handle.net/11250/3042530 | |
dc.description | In this note, we outline a framework for estimating expected returns on equities, government bonds, and corporate bonds. We combine estimates of expected returns across asset classes in developed markets to obtain the expected return on a multi-asset portfolio that approximates the benchmark index of the Government Pension Fund Global (GPFG). | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Norges Bank Investment Management | en_US |
dc.relation.ispartofseries | Discussion Note;1/2022 | |
dc.relation.ispartofseries | Diskusjonsnotater;1/2022 | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no | * |
dc.title | Expected returns on a multi-asset portfolio | en_US |
dc.title.alternative | Forventet avkastning på en investeringsportefølje med flere aktivaklasser | en_US |
dc.type | Others | en_US |
dc.description.version | publishedVersion | en_US |
dc.subject.nsi | VDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212 | en_US |
dc.source.pagenumber | 28 | en_US |